The iPhone has a built in screen shot app.
Activating the screenshot function is a matter of editing ~/Library/Preferences/com.apple.springboard.plist so that it contains a Boolean value called SBMobileScreenshotr that is set to true (notice the strange r at the end, not a typo!). I used sftp, then the Property List Editor on the Mac, then sftp'ed it back. Then restart the SpringBoard.
Use the following super-secret key combination: Hold down the Home key and toggle the mute switch. Your screen flashes white, a screen shot appears on your camera roll.
I pasted some of this info directly from here and here. Very handy!