Once you get everything else installed and USB Debugging enabled on your phone, then the last thing to do is to run the program and start capturing screens from your phone. So open up Eclipse or whatever Java IDE that you downloaded and click File > Open File and navigate to the path where you stored your Android SDK folder. Then open up the 'tools' folder, look for the file named 'ddms' and open it. It might take a little while to load the first time. but when it does open up you should see a screen like this one.

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Make sure that you click on your device name to highlight it before attempting anything else. After you click on it, the bottom of the DDMS screen will start scrolling with all kinds of information. It can be interesting to watch because it is showing you what processes are running and being ended on your phone. Now to take a screenshot click on Device > Screen Capture... and a new window will open up showing whatever is currently on your phone's screen. You can also click Ctrl and S to do the same thing. Now you can save or copy pictures of whatever you want off of your phone! Enjoy!