Screen Shots not Displaying

[mydigitalvoid]

I was just asked to get this running for some of our sites so I'm very new to this. I installed from the latest zip (not svn). I have a linux server running as the master server and windows xp (32 bit) w/ IE 8 running as the client. Everything seems to be okay except for the screen shots. The Windows box is a virtual machine and when I'm VNC'd into the box I get 2 out of the 3 screen shots; Start Render and Document Complete, however, Fully Loaded does not display. When I don't have a VNC connection I don't get any screen shots at all. Do I need to dedicate a box to this or am I just missing something here?

I can include screen shots if what I am trying to explain does not make sense.

Thanks a lot!

-Dv