Having read some of the transcripts of interviews with McKinnon, I'm reasonably sure he's lying. Check this one out, in particular. He states:

No, the graphical remote viewer works frame by frame. It's a Java application, so there's nothing to save on your hard drive, or at least if it is, only one frame at a time.

I believe that he didn't have a graphic file he could just save to his disk. But he doesn't explain why he couldn't have made a screen capture. Windows comes with screen capture capability built in, and has for years. He could also have taken a photograph of the screen (which wouldn't have come out that well, but it would be better than nothing).

He then says he was cut off while trying to download a frame of an image. He says he "saw the guy's hand move across." This is impossible without some kind of camera setup.