Actually I had this problem when I first started and I eventually figured it out cause I only play my game in windows mode :P
Click on the Gadwin Icon.
Go to 'Source'.
In the section 'Captured Area' select 'Current Window' or 'Client Window' (This will do the same thing at Current window but it will leave a silver boarder around it cause its taking a picture of the complete window. I like it personally because of the boarder).
Once you do this when you take a picture it should only take pictures of the current window you are in.

Hope this helps :)