The Digital Inspiration blog posts a great tip on how to capture Vista's Aero Glass drop shadow when you're doing a screen capture without having to buy any expensive software.
The trick is to put the window you want a screenshot of in front of notepad. Then do a print screen or Vista's Snipping Tool to take the picture and save the file. Next, open the file in any editing program like Windows Photo Gallery and crop out the parts you don't need.
Quick, painless, and best all of free! Nice tip!