If you right-click on the document in question, do you get an option to save or download? If you do, that will give you a better quality image than a screenshot. Or, if you hover your mouse near the bottom, do you get the Adobe Save/Print/Enlarge buttons?
There are a number of programs - some free downloads - which can convert a PDF to a JPG or other image format, if you prefer.
It's also important to view any restrictions that may be posted on the website, about what use you may or may not make of the documents or images available there.