In Pre-OS X days, if you open up a folder and you have a list of files, you can go to (File -->> Print Window...) and it prints the contents of that folder.
I hope that they didn't completely remove this feature. Using grab and taking a screen shot will work if you can view all the contents of your folder, but if you have a huge list and your screen only displays a portion of the content, then the screen capture will only capture the portion that is displayed.
It sounds like they took away this feature in OS X beta.