Here is another tip left by Joe in the comments area for the Screen Capture blog entry.
If you want to capture an entire window just follow Joe's suggestions below:
When you hit Command-Shift-4, you can then hit Space (hit it, not hold it down) to take a picture of exactly one window. The mouse cursor will turn into a camera icon and the window-to-be-photographed will highlight as you mouse over it. Hit Escape to cancel.