Read the official Microsoft tip for creating a screen shot in Windows XP:

• http://www.microsoft.com/windowsxp/using/setup/tips/screenshot.mspx

Recommendation:
In step #5, there is a drop-down option labelled "Save a Type:".
Select the "JPEG (*.JPG;*.JPEG;*.JPE;*.JFIF)" option from this list... it's much easier to send ".jpg" files via email.
;)

Creating a screen shot in Windows Vista & Windows 7 are very similiar processes.
(Explict details will be added here shortly.)