I don't think you need an extra program to take screenshots. Try this:

1) Start up the emulator and get to a place where you like the shot.

2) Hit the "Print Screen" key on your keyboard.

3) Go into microsoft Paint (assuming you are using windows) and tell it to paste. You'll see the screen shot in Paint and all you'll have to do from there is save it as a jpeg or such.

Also this can be used to grab art for a mod or remake, assuming there are no legal issues.