It’s more trouble than it should be, but yes, it is possible to capture screens on a Windows Phone.
This is the Music+Videos hub.
For now, just consider this a test, in anticipation of some later posts.
Also, anyone want to guess who the artist in the background photo is?
Ed Bott 
It sure is possible, but not ‘out-of-the-box’. Firstly you need to get your phone developer-unlocked, either as part of Microsoft’s developer program or by a.n.other service. Once you’re unlocked you can download and install Screen Capturer.
I’ve created a few blog posts using screen shots… http://www.dadams.co.uk/tag/windows-phone/
Bob Dylan.
And we have a winner! Yes, that is Bob Dylan.
Golf clap…