For what it’s worth, we take ours from the command line. It helps keep proper track of the names screens. Simply open up a terminal window on a remote server via Apple Remote Desktop (ARD) and run the following command:
sleep 3; screencapture -iw ~/Desktop/filename.png
When you run that full string as a command you’ll have 3 seconds after hitting enter to highlight your target window, at which point your cursor will switch to the photo in window selection mode. Alternatively, you can run:
sleep 3; screencapture -iwc
Which will capture the picture to the remote machines clipboard (and can then be copied via ARD, and opened in Preview (File->new from clipboard).