THE PROBLEM
Capturing menus, or briefly-appearing windows under OSX or OS9 sometimes can be difficult - when moving the mouse outside a menu to click on the ‘capture image’ command, the cursor on the SUT continues to track it, and the menu is deselected. Brief images require multiple passes to align the capture the rectangle, and then a good sense of timing.
THE SOLUTION
For menus, the capture-mode-toggle key should help. Just press and release the Command key (or whatever key you have selected for this in the Remote Window preferences) to enter capture mode when the menu is showing, instead of clicking the button in the toolbar.