My 2 cents: no operating system is started at that time, so I cannot see how can you accomplish that....the best utility would be a digital camera.....
IIRC, you can print the screen into paper by pressing the Print-Screen key in your keyboard. However, you will need a printer with paralel-port connector for that.
If the BIOS is Award BIOS version 4.50, you can use the so called modbin version 4.50.xx which can be downloaded at http://www.biosmods.com/download.php. This software runs in windows console and you will need to backup the BIOS binary into a file first and open the file with modbin in DOS or Windows. Both should work flawlessly. One of the entry in modbin let you view the setup screen.