For the icon, I mentioned the Uca Editing Guide in your introduction topic.
For including things like menus in screenshots, you can use the Print Screen capability that is built into Microsoft Windows. When you have a screen that you want in a screenshot, press the Print Screen key on the keyboard. This key is labelled differently on different keyboards. As two examples, It might be "Print Scrn" or it might be "Pr Scr". By pressing this key, a copy of the screen is put into the Microsoft Windows clipboard. To get it, you have to open a document program (such as WordPad) or a graphics program (such as MS Paint). To get it in WordPad, for example, you would start WordPad, click Edit, and click Paste. The screenshot is then inserted. By using a graphics program, you could edit it and save it in a generic graphics format. The Print Screen information is included in the Windows XP Help system, but the Help system is often difficult to use.