So, now you have the unchanged screenshot. You could stop any further editing at this point, simply add the shot to the image library for your documentation project and use it as it is. However, this has some serious disadvantages:
The picture normally is too big, both in file size and in area. The important details get lost.
There is no special mark for the important items. If you look at our example, the menu is shown, of course. But there is no special hint that this menu is the important item in the picture.
Sometimes, there are even other things in the picture which might attact the user's interest even more than the thing you intended to explain with the picture.
All these reasons imply the strong advise to give the screenshot some more polishing. Our polishing tool is the GIMP. It is free and available for all important platforms. So, lets start.
Start the GIMP
Open its "Load" dialog in the main menu.

Load menu
Select the image to load.

Load dialog
GIMP loads the image and shows it in the main screen

GIMP windows
The screenshot shows all important windows:
The GIMP main window in the upper middle (its size has been changed a little bit compared to the default)
The "layers" dialog in the upper right
The "brushes" dialog in the lower right
The editing frame behind all the other frames covering most of the screenshot
GIMP is very relaxed about opening new windows during operation. Almost everything is put into a new window. If you work with a screen manager capable of handling virtual screens (such as KDE on Linux), consider giving GIMP just a complete virtual screen. On Windows, you should minimize all other programs while working with GIMP.
Our image manipulation is split into two main steps:
Creating the fade effect on the important picture part and crop the picture to it.
Adding the red emphasis on the dialog
Both steps are independant from each other. You could also perfrom the alone or together with other steps on the picture. Feel free to experiment with the capabilities of GIMP to archieve other results than the ones shown here!