I'm assuming that you cannot see all the rows/columns in the selection
without scrolling. If I'm correct, one solution is to click View, Zoom, and
choose a magnification level which shrinks the sheet just enough to fit
within the window without scrolling. Another is to click View, Full Screen,
which will eliminate the title bar & tool bar from the view. That might
enough to solve the problem.

If you want a more selective tool for doing screen captures, you'll need
other software. For instance, Paintshop Pro (www.jasc.com) allows you to
customize what happens when you do a screen capture. Nice program as a
whole, too.

Sketcher

If you're interested in third-party programs, I use SnagIt and have been
very happy with it.

http://www.techsmith.com/