The only way I have done this is to use IE and print the page to a file (ie .prn). I then ran this through ghostscript to get a viewable page.

I haven't spent anytime on this but plan to automate it at some point. In fact, I think this was discussed recently so super searching may help. An alternative is to automate loading urls in a browser and doing a printscreen but that sounds worse :)

As far as I know, using a browser to create the screenshot is the only way you can do it.