Without a third party utility, the only way seems to be the "Problem Steps Recorder".
You can find more info here:
http://superuser.com/questions/64182/can-windows-7-or-vistas-snipping-tool-capture-a-screen-10-seconds-later-and-cahttps://superuser.com/questions/64182/can-windows-7-or-vistas-snipping-tool-capture-a-screen-10-seconds-later-and-ca
