Alt-PrintScreen will give you just the active window, but it is also a graphic, so can be pasted into a graphic app or HTML message etc. It includes the borders.
There are a lot of free and very cheap utilities which can be used to make print screen work like the key says (i.e. print the screen) or capture the text from the cmd window without having to copy and paste. Several of my custs use Snagit because it also supports full-screen mode.
Jock