Unfortunately it's not a simple process.
- Download the Android SDK here:
Android SDK | Android Developers
- Run 'SDK Setup.exe' and install the Android 1.5 package and USB driver package
- In Windows Device Manager use the USB driver that was downloaded to install the USB driver in Windows
- Make sure you have Java installed, and Java /bin/ directory is in your Windows PATH variable (In a command prompt type "java" and if it says unrecognized command you need to do this: Find your Java /bin directory, should be something like C:\Program Files\Java\jre.ver.number\bin\ and go to a cmd prompt and type: path C:\thatdirectoryhere)
- Enable USB Debugging on your phone: Settings > Applications > Development
- Run ddms.bat in the /tools/ directory of the Android SDK with your phone plugged in
- Select your phone from the list on the top left of the window
- Go to Device > Screen Capture to capture and save screen shots
Most of those seem to be on the Droid. I'd like to see what Eris users have done with Sense UI.