Create a Screenshot of your computer window

How do I create a screenshot of the active computer window and save as .JPEG?

PC User: Simultaneously press the ALT + Print Screen [PRTSC, PrtScrn, Prnt Scrn]
Mac users: With a Mac, you can hold down the Apple key, the Shift key and 3 simultaneously to get a picture of your entire desktop.  Or, hold down the Apple key + Shift + 4 and release to select only part of your screen.  

When you capture the image nothing visibly happens on your computer. An image is placed on the clipboard. To paste the image and save as a JPEG, you can use MacPaint or Paintbrush.