To grab or take a screen shot or capture in iPhone is by use the home and power/lock keys. It affects to iPhone that uses iOS 2.0 or higher. Whatever your iPhone device, 3G, 3GS, 4, 4S or 5, you can use this trick without additional application.
How to capture :
Open the screen you want to take a screenshot
Press and hold the Home button
During you hold the home button, press and then release the Power/lock button to start capturing.