Use Snipping Tool to capture menus

Here is the authoritative source: http://windows.microsoft.com/en-au/windows/use-snipping-tool-capture-screen-shots#1TC=windows-7

Here's the text from that page:

To capture a snip of a menu

If you want to capture a snip of a menu, such as the Start menu, follow these steps:

1. Open Snipping Tool by clicking the Start button . In the search box, type Snipping Tool, and then, in the list of results, click Snipping Tool.
2. After you open Snipping Tool, press Esc, and then open the menu that you want to capture.
3. Press Ctrl+PrtScn.
4. Click the arrow next to the New button, select Free-form Snip, Rectangular Snip, Window Snip, or Full-screen Snipfrom the list, and then select the area of your screen that you want to capture.