A screenshot is an image; most print-to-PDF software will easily convert images to PDF. However, that won't make the text searchable or editable (and for long pages, like the results of using Fireshot or other capture-whole-page plugins, makes for one big looooong PDF page).
FineReader 10 has something about screenshot-OCRing; I haven't poked at the settings enough to figure out how that works. (Also, FR is expensive, not worth buying for that unless you care about doing a *lot* of them.) Screencaps generally are very difficult to OCR, because the resolution is so low--75 or 92 dpi doesn't make for good text conversion.
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