The 'This Window' option will cause the window in which the menu is located in to be printed. The window will be printed after the menu selection is made. The window in which the select button is depressed while the cursor is located within it will be printed. The concept of an object may be slightly confusing. For simplicity, imagine that an object is any control visible on the User Interface.
Some objects contain other objects.
Proper placement of the mouse will cause an object and the objects it contains to be printed. The object in which the select button is depressed while the cursor is located within it will be printed. The 'Entire Screen' option will cause the entire screen to be printed. The entire screen will be printed after the menu selection is made. The user will have an area presented into which the filename must be typed.