Document the problem showing on your screen using the tools built into your operating system. Copy the image on the screen by pressing the "Print Screen" button on your keyboard.

[edit] Steps

Press either PrtScrn (Print Screen) or ALT-PrtScrn to copy an image of the screen to your computer's clipboard.
- PrtScrn will copy the ENTIRE screen
- ALT-PrtScrn will copy only the ACTIVE WINDOW.
Open "WordPad" by clicking on Start=>All Programs=>Accessories=>WordPad.
Type a description of what you were doing prior to the problem in the blank window that appears.
Select Edit=>Paste to copy the image into the WordPad Document.
Select File=>Save to save a copy of the document.
Select File=>Print to send the image to the printer.

[edit] Tips

You can use the printed page as your reminder when you talk to Tech Support or to fax to Tech Support, or you can attach the saved file to your email.
The easiest way to capture an error message box text is by hitting CTRL-C, which puts the text into the clipboard. Paste that into your favorite text editor, or email program, by hitting CTRL-V (or use the "paste" function).