I use the Idokkoro Blackberry Viewer, which is a $25 shareware application. You can look at the specs here: Idokorro BlackBerry Viewer by Idokorro Mobile Inc. - Handango BlackBerry 8800 Software
While it's obviously not a free alternative as suggested above (I'm all for free apps too), I decided on this viewer because... it just works.
Start up the application on your PC, plug in the BB via USB and it displays what's on your BB screen, showing cursor movements etc. in near real-time (it does lag slightly but is reasonable). It does also take screenshots, which you just save windows-style by navigating to where you want to save it and give it a filename. I believe a number of formats are supported, but I just use .jpg and haven't bothered trying any others.
If you want to view it fullscreen on your presentation laptop in all it's glory on a projector, you can do so. Alternatively, you can view it windowed, maximized windowed, or as mentioned, fullscreen.