How to capture screen shots when an error occurs?

In QTP8.2, we can choose the run setting:

Test -> settings -> Run tab -> set ON save image of desktop when error occurs checkbox

In QTP 9.2, follow the below navigation:
Tools -> Options -> Run tab -> In the drop down list box "On Error"(default) is selected for "Save step screen capture to results"

And even we can also configure, whether we have to proceed to next step or stop the test execution by following below navigation:
File Menu -> Settings -> Run Tab -> Choose the required action from the "Whenever an error occurs during run session" drop down list box.