Those of you who are SnagIt users will probably agree it's the best $35 you ever spent. Those of you who aren't SnagIt users: SnagIt is a great, easy-to-use product for creating and editing screen captures (still and video). It's available from TechSmith (and can be bundled with the great Camtasia tool, too).
I was looking at the TechSmith site and found this link to a tutorial for creating a Web page with Word and SnagIt. Take a look!