I don't know if it's a bug or a lack of feature, but whenever I take screenshots in window mode, the pictures will be borderless, and therefore weird. I marked this post as major problem, because these screenshots are unusable as presentations until I add the borders with an external editor. Without it, the contents are just floating in the air...
I tried the custom color, the preserve transparency, and every other options - non of them helped. Please, fix this, or at least make an option to preserve / add borders to the pictures in window mode!
(The added transparent shadow option would be nice too, like in WinSnap.)