Might as well bump this. I reported back in April or May about problems with screengrab. I tracked the problem down to it either it not liking Server 2008 (tried on original 2008 and R2) or it not liking 64-bit OS's, or some combo of the two. Works like a charm on other OS's.
Basically you see it going through the normal process - installing service, etc., but when it gets to where it normally would pop up the .jpg, nothing happens.