On Windows, hold Alt and press Print Screen (PrtScr) to take a screenshot; you can then paste it into an e-mail message.
On Mac OS X, hold Command and Shift then press 3 to take a screenshot of everything. If you only want to send a single window, hold Command and Shift then press 4, position the mouse over the window you want, and then use the space bar. This will create a file on your desktop that you can drag into any document, such as an e-mail message.
(instructions courtesy Jerry Stratton)