Windows should be configurable to save screenshots automatically as image files rather than always copying directly to the clipboard. My reasoning is this: if you've ever taken a screenshot, what's the very first thing you did with it? Wait, let my psychic powers tell me: you opened up Paint and pasted the screenshot in so you could view it. If it was good enough, you saved it. Now tell me how different that is, functionally, from Windows saving the screenshot directly to a file (say, in a "My Pictures\Screenshots" folder) and you reviewing, editing or discarding them later. For very simple screenshots, taken many at a time, this would be just perfect.
Mokalus of Borg
PS - I'm sure there are programs to do this.
PPS - But the point is to ask why it has to be a third-party program at all.