Let's say you're going to make a website review site. Is a screencap of their front page in your review a copyright violation? Let's say you're reviewing books, and use a picture of the front cover in your review. Ditto with CD's, DVD's, etc. Thanks!
Alexa.com has a screenshot of my site plastered along with my traffic rankings and I don't remember ever giving them permission to do it I think you should be fine. You may run into problems if you write a bad review and the owner gets pissed, but I dont think theres anything they could do except threaten you. If it's a review site, I imagine it falls under "Fair Use"
This shouldn't be a problem for you. Our sites are "captured" all of the time and saved elsewhere. A screenshot used for review purposes should be just fine.