I don't have Windows.
I just take it for granted that most free Windows applications don't install just the program and usually install things like a search bar or trial applications. raslaje did the right thing and read the license agreement before installing.
Besides, why install software when the OS already has the features built in?
Pressing PrintScreen will copy an image of your screen to memory. Open a graphics editing application, Crtl+V and save it.
Press Alt+PrintScreen will capture the currently selected window.
OS X users have the added benefit of Command+Shift+4 to capture a manually selected section of the screen. OS X also saves the capture directly to the desktop.
The attached picture is directly what I captured a second ago.