How to screen shot a UAC prompt?
Change your UAC settings to disable the secure desktop, and then you can take the screenshot. In Windows 7, this is one of the options on the UAC slider, in Vista, I believe you need to configure the Security Policy.
Alternatively, run Windows in a VM and take a screenshot of that.
This method using the group policy editor should do the job:
1) Run gpedit.msc
2) Under Computer Configuration\Windows Settings\Security Settings\Local Policies\SecurityOptions:Change “User Account Control: Switch to the secure desktop when prompting for elevation” to disabled
Undo this change after the screenshot, because it makes the system less secure!
You can also remote desktop to the Windows 7 machine and run the screenshotter (or video capture) on the other machine. I've used this very successfully.