I'm glad you like the software.
Currently, the only supported methods for getting audio data into the iPhone are using the built-in mic, or routing audio through the headset jack. Devices that use the dock connector for audio input (Belkin TuneTalk Stereo, Griffin iTalk Pro, etc), aren't currently supported by the iPhone OS. We have submitted a request to Apple for this type of support, and it sounds like others have, as well.
Regarding screenshots, you can tap the camera icon in SignalScope to capture the current analyzer display, even while it is running. Also, in any app, you can hold down the power button and press the home key to capture a screenshot. In either case, the image is saved to the iPhone's Camera Roll photo album.