In this case, .png is made shorter because there are very big areas of single color (white, light-gray). Those compress well with zlib.
However, still considering now deleted screenshot that started this discussion, that one WOULD be shorter using .jpg.
Anyway, I guess we could agree: to show us how many nice backgrounds you have in your XP desktop, upload elsewhere and post link. For screenshots dealing with actual problems, use either .png or .jpg, what fits better. Us as much compression as possible.