Fair use works in USA and every other country that has signed Berne Convention (Every European country has signed it).
It basicly means you can use screenshots in educational purposes and in blog posts with critical reviews of the site.
I have contacted some of the "big" sites asking their written permission to use screenshots for a blog that will be educational (FAIR USE) and also a part of a commercial site (NOT FAIR USE?) and their answer was as expected: "We don't allow the use of our site for commercial purposes."
These sites Terms and conditions state that we aren't allowed to copy and distribute their software, page headers, custom graphics, button icons and scripts without their permission..
Lawyer I contacted believes we are not breaking the law if we use screenshots of site available to public (non registered users).
Still not sure what this means for my blog as it is in the grey area of Fair use. For now I will not use screenshots for my blog as it is a part of a commercial site.
If anyone had similar experience and has come to a better solution i would appreciate any info.
Disclaimer: I am not an attorney.