How thoroughly did you "replace Unity with LXDE"? I'm asking because it isn't clear which program you're using to get the screen capture.
In a pure LXDE situation --- Lubuntu is the LXDE+Openbox distro supported here as an official flavor ---
scrot is the default program to take screenshots.
man scrot has this:
Interactively select a window or rectangle with the mouse.
It's then up to you to set up the appropriate keybinds in your
rc.xml file (or whatever it's called) which should be in
~/.config/openbox. And you can read about rc.xml here.
I have separate keybindings for instant and time-delayed screenshots. I haven't set up binding for interactive selection because I rarely need that and prefer to keep a copy of the full screen for "legal" reasons. In any case, setting up a keybind for a specific purpose is simple.
But here's one way using Shift+PrintScreen
<keybind key="S-Print"> # Interactive
<action name="Execute"><command>scrot -s -q 100 ~/Pictures/%Y%m%d%H%M%S.png</command></action>
-s enables the interactive mode
q 100 produces the best quality image while
75 is the default
- ~/Pictures/%Y%m%d%H%M%S.png is the filename using
strftime (explained in
man strftime). Of course, you can choose another destination folder or filename.
And I guess it isn't necessary to point out that Lubuntu is a "slim" distro and may not have all the facilities that distros with DEs such as Unity, GNOME, KDE, or MATE offer.