I recently found an awesome program called AeroShot, which can capture Aero windows with transparency and as I discovered also Rainmeter Skins!
It can be downloaded from it's site at Google Code
Program is free, open source (?), nativiely portable and pretty small (256kb)
How to capture skin:
1. Open AeroShot
2. Click on skin you want take screenshot of
3. Hold Alt while pressing Print Screen key
4. Voila! Screenshot is automatically saved (or just copied to clipboard) on Your desktop (location to save can be changed)
Example screenshots:
PS. to moderators: I didn't know where to put this thread, if it's in bad section, please move it to proper.