Try highlighting the text with the mouse. If this works you can in
most cases right-click the selection and copy it.
If no, check the Control Panel > Administrative Tools > Event Viewer
for if the eror message is listed here as well. Double-click it and
click on the Copy button.
As a last resort you could press ALT-PRINT when the error message box
popped up to copy the box itself into the clipboard. Open Paint and
paste the picture here. Save it and add it to a mail or print it out.