How do you capture on Windows like you can on Mac?

Capturing on the Mac is extremely fast in that you just press Alt Shift 4, aim and snap, it automatically saves it with the date and time as the name of the file.

How can you automatically save what you captured right after you captured it, with the name automatically set to the date and time of the capture? I'm tired of the Snipping Tool and miss the Mac capturing

Irfanview has shortcuts that will automatically save screen captures to disk.

IrfanView is a very fast, small, compact and innovative FREEWARE (for non-commercial use) graphic viewer for Windows 9x, ME, NT, 2000, XP, 2003 , 2008, Vista, Windows 7.

Some IrfanView features:
Many supported file formats
Multi language support
Thumbnail/preview option
Slideshow (save slideshow as EXE/SCR or burn it to CD)
Batch conversion (with advanced image processing)
Multimedia player
Scan (batch scan) support
Cut/crop
Effects (Sharpen, Blur, Adobe 8BF, Filter Factory, Filters Unlimited, etc.)
Screen Capturing
Extract icons from EXE/DLL/ICLs
Many hotkeys
Many command line options
Many PlugIns
Only one EXE-File, no DLLs, no Shareware messages like "I Agree" or "Evaluation expired"

I haven't investigated automatic saving, but you are probably aware that you can capture an open window by pressing ALT Prnt Screen, and a full window by only Prnt screen? Paint is a resident program in Windows. If, after trying either of the above , you open paint, press Ctrl +V and you will have your capture. You can customise Paint to save to a specific folder on your computer.

Like above, but then there's the problem with screen captures from games: they oftentimes demand DirectX capability. You can find them in de Google.