Pull down the menu and hold it. It is probably a good idea to move the cursor out of the way if you can, or at least keep it out of the way as much as possible. It is also a good idea to use a simple, background when taking screen shots. White works best because it is easy to clean the file when it's done. You can also use your paint program to add a background pattern later if you want.
Screen shots are also valuable when troubleshooting.
It makes it much easier to explain the problem.