For the second thing, I think you will have to scroll through the different pages and take a screenshot (or get the control's image) each time. You can do this by creating a local variable of the control.
As for the first part, there are software solutions like Snagit. Maybe some of them have a DLL or ActiveX interface you can use. Along the same lines, maybe there is a windows API function you can use. Try searching the MSDN for one.
Another possible option is G Toolbox. I don't know if it can do this, but it does similar things, so maybe this as well.
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