click on the application or open window you want to make a screen shot out of. Now press alt then print screen.
Step 2: Turning it into actual picture
open up paint and hit edit paste. The picture below is an example see how it doesn't have the desktop behind it and only shows the program paint. You can use practically any other image editing program. I'm using paint because its free and comes with just about every version of windows and most of the world is using windows. Sorry mac and linux lovers.