Andrew is correct, it gets compressed. BMPs compress a LOT. I did my last user manual using JPGs of screen shots for illustrations, and it was amazingly small. My captures were BMPs, mostly > 1MB, but converted into a JPG they were maybe 25-30K. That's about how much each one added to the Word doc as I went along, too.
Considering I had to transfer a lot via dial-up connection, it's a good thing they were small..

Randy