I had the same frustration with org when I started, which has since disappeared and I keep working with saving the screenshots and linking them to my docs. :|

Anyhow, some time ago I came across a blog post where the author wrote some elisp just to copy the stuff from clipboard, save it, link it to the buffer. I don't have the link handy, but maybe this SO answer might help you:

https://stackoverflow.com/questions/17435995/paste-an-image-...