Select a delay setting. You should only need to use a delay setting if you need to capture a menu or need to otherwise set up the screenshot. If not, Instant Capture should work fine.
Select Capture. The ScreenSteps window will disappear. If you set a delay the counter will start. As soon as your cursor turns into a cross-hair you can capture your image.
Important Note For OS X Users
If you want to capture the Apple Menu you will need to switch to another application (e.g. the Finder) after clicking on the Capture Tool. If you don't then the ScreenSteps' countdown timer will pause while the Apple Menu is active and the screen capture cross-hairs will never become active.