How do I capture my entire web page as an image?

The easiest way is to open the page in the browser window, press "Alt+Print Screen", move to photoshop and create a new file, accept the default measurements (they will be the size of the image in memory) and press paste. The screen image should appear.

If you want to capture the hidden part of the screen this involves a little more work - you will have to do it in steps. First increase the canvas size so that it is longer than your final image will be (don't change the width, just the height, and anchor the image to the top centre), scrolling the browser so there is a little overlap, capturing the screen with "Alt+Print Screen", and then paste into the open file.

You will end up with another layer - move this to the back in the layers palette so it is behind the first image, and with the move tool selected and the shift key held down (this constrains the movement to 90 degree increments) move it up to roughly the right position. Fine tune it with the up and down arrow keys. Keep doing this for each section of the browser. When you are finished crop the extra space of the bottom of the screen and flatten the image.