I will download when I get home and seed it if I can get it downloaded. Probably will be slower than downloading it from the website atm if you are the only peer...
You get to choose those options when you start a new campaign on your first turn - not in the install.
To take screenshots just press the "PrtScn" button which should be above backspace, home, and end. Then exit the game and open paint or something similar and press ctrl + v to paste it and then save it as a jpeg. (I think the game also saves it it its directory when you press PrtScn but I'm not entirely sure).
Alternatively you could use
Fraps.