The problem: capturing a whole web page – even the stuff below the fold.
I gave up looking for something that did this and have been manually taking screenshots as I scolled down the page, and stitching them back together in Fireworks.
But here it is! And it’s a plugin for Firefox! How cool is that!
Edit 2007-12-06: It’s actually now got it’s own domain: www.screengrab.org.