Is there a way to screencapture a whole internet page, not only the screen part?

it's not a free software but check out Hypersnap. This is one of it's features
Auto-scrolls and concurrently captures long web pages and other. documents, enabling it to grab more than is visible on the screen.

you can get more info (and buy it) here:
http://www.hyperionics.com/hsdx/index.asp

it's an excellent screen capture software that has a ton of features

go to file and under that click save as and then save it as whatever u want. It then saves it to your desktop as an html file

hold the Alt key, then press the Print Screen key (sometimes marked Prt Scrn)

this takes a screenshot of the current selected window.

then paste into paint or similar.