Well, how does the AppPath thing in Construct work? I would take a look at that and try to... er, copy it .
I already know how to get the AppPath (Call GetModuleFileName to obtain full path to currently running .exe and then strip off the file name with a strchr()). That way I could always save the file in the same directory as the executable.
What confuses me is when I run Noga's game on my computer it works correctly (saves the screenshot in the same directory as the .exe). But when I build a .exe myself it saves the screenshot to a working directory). That part doesn't make any sense...but I'll implement what I believe will fix it.
I should add option to pick save location as well.
Edit: Ok, fixed the bug...I think. I have the picking size of the BMP on my TODO-list.
New version: http://www.box.net/shared/i28fdpvfj0