Originally Posted by sirbruce
This is not true with the Kindle 2. It will put it in the screenshot in the documents directory.
It used to be true for the Kindle 1, but I don't know if anyone has tried it without an SD card since the 1.2 update; it might work like the Kindle 2 now.
Check the date on that post. It was pre-Kindle 2. For K2 the .gif file is now located in the "documents" folder.