Download and install the Android SDK here: http://developer.android.com/sdk/index.html

1.  Plug your phone into your computer and start up the ddms tool. On a Windows machine, you open your SDK\tools folder and double click the icon (see the picture below). On Linux or a Mac, open your terminal in the sdk/tools and enter ./ddms

2.  Make sure you select your device from the list in the right pane of the ddms application, then select device -> screen capture from the menu bar.  See the picture below.

3.  Grab your phone, set up the image you want to grab, and hit the refresh button (see the image below).  When you're satisfied with the results, click save and tell the ddms app where to save it.