Every method of stealing icons is easy, unless you're trying to steal a multi-frame icon which is only easily done with a RSC Extractor. Screen-shotting is easy, but tedious nonetheless. But, if you're going to go through all of the trouble to take a buttload of screenshots and piece them together, you might as well study the format of the .rsc file and make an extraction tool for it.
Umm, I'm not encouraging stealing other's icons. After all, given that they can prove that the icons were stolen from themselves, they can probably take legal action.

You could always do that.