Screen captures or screen snapshots can be useful to document technical difficulties you experience (especially if you need to follow-up on the issue, or show some kind of proof that you encountered a problem).
In Windows (from Vista onwards), there's a default application called Snipping Tool which allows you to take a picture of the entire screen or a portion of the screen. (You can also use Alt + Print Screen on a Windows machine and save the screenshot in a Word document.)
On an Apple computer, you can take a picture with specific key combinations.