Hmm - don't see the "bug tracker" link anywhere on the site, so doing a +1 via the forums.
I also came up with a nice workaround, which requires Microsoft Word. Word can do vector based "AutoShapes" with rounded corners, plus gradient fills, which can then be pasted into the ScreenShot Captor editor.
See the attached document (embedded in a ZIP) for some examples. I've got red, yellow, green and blue in various sizes.
On a related note, it seems the ClipArt function doesn't handle vector based image formats
It does handle .png with alpha channel though, so you can do a reasonable job of it that way