Use Alt-PrintScreen while program is running.

Using Windows XP:
Run the program and press the Alt-PrintScreen key combination. There will be no indication that anything happened, but the image will be placed in memory. Now open your word processor and click Paste. If you are running in full-screen mode, it will print out unevenly, and in black & white. If you run the program inside a window, it will print out the way it looks, and in color.