Tasks - that can have many pit falls.
Here is the basic way
You will need an image editor- If you do not have one Windows built in 'Paint will do at a pinch.
This is what you do'
Open the Editor and send to bottom task bar
Get the image you require to screen
With the image on screen press CTRL and PRINT SCREEN together.
Now open the Editor and go to EDIT- Then 'Paste as New Image'
As an alternative Print Screen and Alt will do similar
One gives just the image the other gives the whole desktop with the image .
There are free programs that automate this, one such is Gadwin Print screen.Free to Download.
How ever I said pitfalls some images especially 'Live internet images' cant be downloaded in this way.
Is Iplayer one? - you will have to suck it and see