How to do a screen capture on Mac?

I need to capture screenshot when writing the last post. I don't know how to do such an easy task! Mac is still a far way to go for me to be a productive system.

In the Windows environment, one can easily capture the whole screen by pressing the PrintScreen button, or Alt + PrintScreen button to capture a particular window. I look around my MacBook Air keyboard, there are a few new keys, but no PrintScreen. Carefully studied the symbols on all those unfamiliar keys, none looks like what i want. Google, please help!

Searching a bit of the web reveals the following key combinations can do a screen capture:
shift + ⌘ command + 3
shift + ⌘ command + 4

Ok, I pressed the first combination. Huh? Nothing happened. Press again, still nothing happened. Then, lets try the second combination, seems it was working, the cursor changed to a crosshair. By instinct, I dragged an area to test out the screen capture. FInished the dragging and released the fingers from the touchpad. Nothing happened!! This was so confusing.

Frustrated by this seemingly simple task, i gave up and closed all the windows. What? A lot of icons filled the whole desktop screen!


Indeed, the key combinations were working fine. The capture images were automatically put on the desktop. And here is what i learnt:
shift + ⌘ command + 3: Capture the whole screen
shift + ⌘ command + 4: Capture a selected area

But still, how can i capture screen of a window? I don't want to do that by selecting an area as sometimes can't select exact the window size correctly.