The Kindle TOC style that you like (me too) is currently only implemented by Amazon on the actual Kindle device, not on any of the Kindle reader programs (PC, Mac, iPad, etc). It's not clear whether Amazon is holding back this implementation for technical or legal reasons, but I'm hoping that we see it soon. You will know that it has become available when Amazon announces that subscriptions can be delivered to devices other than the Kindle.
For followup questions, you'll have better luck in the
calibre forum.
G
PS - You can do screen shots on the Kindle by pressing Alt-Shift-G. A .gif file is stored in the documents folder on your Kindle.