To add just a little to the Print Screen option.

If you press ALT-Print Screen you'll get a snapshot of the currently active window.

I'd advice against directly pasting the screenshot in Word. It'll past it as an BMP. If you have a high resolution, 24bit color screen your Word document will get HUGE if you past a few screenshots.

Best thing is to past it in some paint program (Paintshop, Photoshop etc.) and save the image as jpg then import it into Word.