1. A method of protecting a computer against data loss involving screen capture, the method comprising: detecting and intercepting a screen capture event in a user computer, the screen capture event being initiated by a user by making a keyboard command from a keyboard of the user computer; identifying a first window that is visible on a computer screen of the user computer and is a target of the screen capture event; retrieving an attribute of the first window that is indicative of a file of a document displayed on the first window; identifying the file of the document displayed on the first window based on the attribute of the first window; scanning the file of the document displayed on the first window for sensitive data; and blocking the screen capture event when the document displayed on the first window is deemed sensitive based on the scanning of the file of the document displayed on the first window.