The easiest way to get a screenshot to your PC is to use DDMS.bat which is probably in the tools folder (maybe platform tools for later SDKs) of your Android SDK. Run it, select the device in the top left pane and do Device -> Screen Capture. The rest is obvious.
DDMS can also show thread and memory use of your app but on a device the app needs marking as debuggable which means hacking the default manifest file in Basic4android. In the emulator all apps are automatically marked as debuggable.