When you use the print screen command in Windows, it takes the image of the whole screen. If you want to display only a particular portion of that image, you have to use an image editing tool (like MS Paint) to crop.
In case you wanted to take the image of only the active window, you would have used the Print Screen Command and cropped the image to get the active window.
Or else, just use Alt + Print Screen (prt Scr) to take the image of the active windows alone.
This works in Windows XP and Vista.