If your using Windows 7, there is an easier way than using Screen+Print and Paint. Windows 7 has a Snipping tool.
Go to Accessories, find Snipping Tool:
When you open it, you will get a box:
Click on the arrow next to new and select the type of save (It will default to the one selected, so you just click new the next time. I find rectangular works best):
Use the mouse to select an area of the screen, and release. A new box will open that gives you the option to save:
Save and then click new. It will go back to the second thumbnail. Minimize and continue watching. I keep this feature pinned to the taskbar so I can use it at any time.
You may need to practice with it. If you are moving your mouse when you click new, the box will show in the capture. So you need to keep your mouse steady. I find it makes screen prints easier than the other way.