I don't know if it's possible using OLE, but using Win32::GuiTest (a brilliant tool) and Win32::Clipboard it is almost trivial.

#! perl -slw
use strict;
use Win32::GuiTest qw[FindWindowLike GetWindowText SetForegroundWindow
+ SendKeys];
use WIn32::Clipboard;

my $clip = Win32::Clipboard->new();

my @windows = FindWindowLike(0, "Internet Explorer\$"); #Find it
for (@windows) {
    SetForegroundWindow($_); # Make it active
    sleep 2; # Give IE chance to re-draw it's window.
    # Send the Alt-print screen key sequence to copy the active window
+ to the clipboard
    SendKeys("%{PRTSCR}"); 
}

if (my $bitmap = $clip->GetBitmap()) {
    local $\;
    my $bmpfile = 'snapshot[' . time() . '].bmp';
    open my $bmp, '>', $bmpfile or die $!;
    binmode $bmp;
    print $bmp $bitmap;
    close $bmp;
    print "Bitmap written to $bmpfile\n";
}
else {
    die "Couldn't get bitmap from clipboard";
}
[download]

This code is just a throw-together and could do with much enhancment. Converting the bmp to a .png or .jpg would be a good start as the .bmp file sizes are enormous.

NOTE: As is, this will create a bmp for every window that has "Internet Explorer" at the end of it titlebar text. You may want to limit this my being more selective.