I saw someone from Microsoft demonstrate a very cool feature included in Windows 7 and Windows Server 2008 R2. It is called the Problem Steps Recorder. You can launch it by running psr.exe.
I find it very useful not for problem reporting, but for documenting installation steps, because it will follow you in every step you take, with screenshots and comments. No more copy and pasting individual screenshots and documenting them!
A little demo and some more details: http://www.istartedsomething.com/20090111/windows-7-problem-steps-recorder-miracle-tool/