Symptom
Grab is listed in Finder > Services, but all of its commands are dimmed.
Solution
Use the Grab application (/Applications/Utilities) to take pictures of windows or your desktop.
You can also use the keyboard shortcut Command-Shift-4 (selected regions), Command-Shift-3 (entire desktop) to save a picture on the desktop as a PDF file.
About Grab Services
Grab services are available in applications that support services and can accept the result of the service. In the case of the Grab service, TextEdit can use Grab when a document is open, since there is a place to put the resulting image. In the case of the Finder, it has no place to put the result without creating a new document, something a service is not able to do.