Hello everyone!
I recently found an awesome program called AeroShot, which can capture Aero windows with transparency and as I discovered also Rainmeter Skins (not sure if samurize / cad / xwidget as well or not)!

It can be downloaded from it's site at Google Code

Program is free, open source (not sure if), nativiely portable and pretty small (256kb)

How to capture window:
1. Open AeroShot
2. Click on window you want take screenshot of
3. Hold Alt while pressing Print Screen key
4. Voila! Screenshot is automatically saved (or just copied to clipboard) on Your desktop (location to save can be changed)

Few example screenshots:
Windows • [link] | [link]
Rainmeter Skins • [link] | [link] | [link]