I'm trying to capture some screen shots to include in a tutorial for users of a CMS. The problem is, when I press Print Screen on my keyboard and paste into an image editor (Photoshop, etc.) I lose the cursor. This is important to capture because I want users to know where to click.The "tooltips" (if any) do print.

* There is supposed to be a cursor over the photo icon here.
I've tried Google, and I've tried (as a guess) holding CTRL, ALT, or SHIFT but the cursor always disappears. I have the Screengrab Firefox addon installed, but that doesn't help either.
I'd like to avoid installing even more third party software on my computer if possible for this small feature (browser addons I'm happy to install), and I'm really only interested in what's in the browser viewport. Is there any way to keep the cursor and print the screen?
