Here's a useful little homebrew application for your iPhone: Capture, from developer Digital Agua. The Capture homebrew program deals away with the need for the Dock Utility to take screenshots of your iPhone.

It saves your screenshots on your camera roll (var/mobile/Media/DCIM/100APPLE). The application really only does one thing, but it does it well. Note though, that some users have brought up a few concerns with the program.

Some have noted that Capture takes larger screenshots than the Dock Utility. While this may have been a good thing, some have noted that the screenshots become distorted. However, most have been quite content with the application.

The developer says the program is compatible with all versions. The link below will take you to Capture's installer repository.