When you take a screen shot the image is held in memory until you paste it in an application (Paint), so when you have pressed the "Print Screen" button you need to open Paint and then go Edit & Paste. To keep the white background in Paint the same size as your image drag the bottom right corner up until the background is minimal (mine is about 20mm square), it will automatically resize to your image size when you paste.
Once you have your image in Paint click "File - Save As" and save as a .jpeg image to the directory of your choice, these are a lot smaller than bitmaps.
Now that you have your image saved you need to upload it to a free Image Hosting site such as Image Shack or Photo Bucket etc.
Once the image is hosted copy the URL provided to insert it into your post via the "Insert Image" function in your reply box (highlighted in red below)
You can use a "direct" link for smaller images but is preferable to use resized images or clickable thumbnails for larger images.
To take a screen shot of just one app window (cpuz for example) click on the programme so it has the main focus and then hold down the Alt key while you press the "Print Screen" key, this will give you just the cpuz image.