Nadder,
Do you have the 'Paint' application? You might find it in the "Accessories" folder in your start menu.
If you do, you can paste the screen shot in 'Paint' and perform a 'File' > 'Save As' and save the picture as a '.jpg' file. Example = myscreenshot.jpg.
You can then insert the 'myscreenshot.jpg' file in the email message.
Hope this Helps
lamstrat