question about snapshot

I took the snapshot of a dialogue box, save it in MS Paint,then saved it in MS paint, then copy thesnapshot in ms paint format to MS Word.

i.e i canview the snapshot in the word file.

Then write something about the snapshot (i.e the dialogue box) in the word file (i.e. i wrote some letters below the snapshot in the word file).

Then uploaded the word file to my site.

BUt when i visit my site i see the dialogue box is not coming.Only letters are appearing.

1) What to do to let appear the snapshot in my web page?

2) Is there any other format excepting MS paint where i can save the dialogue box. MS paint picture does look haze.

3) what extensiton to give?CAn i give it a .gif extension.