I deadly need to capture a oval region for my graphic project, but the capture software on my computer can't do it. Is there a screen capture program for Mac which can do this? Urgent need! Thank you!

Capture retangular object and then cut it oval or whatever you like with image processing software.
On the side note you can't save oval pictures. You can save retangular pictures, with oval transparent background around them.

Do you mean a screenshot as seen through a fisheye lens? If yes then search for keywords like "fisheye screenshot" on Google. I saw several freewares for those but couldn't post the links here.