It all depends on what works for you
. Some people work really well within an organised system, and others find it stifles their creative flow. Much to my own surprise, I've been using an organised method and it works really well for me.
I have a Sims 3 folder in My Pictures that contains a sub-folder just for my story. Inside that folder are further sub-folders for each seperate chapter of the story. So it goes "My Pictures > The Sims 3 > [Story Name] > [Chapter Number]". When I'm ready to post a chapter, I copy-paste the pictures I want from the Screenshots folder into the chapter's folder and rename them to a set format (e.g. "JTJ C04P08" is for "Jones Town Jump, Chapter 4, Picture 8").
To remember what's going on, I take notes. When I play (in non-fullscreen mode) I have Microsoft word and my Screenshots folder open in the background. I'll write a screenshot number in the Word document and write a potential caption under it. When I have enough material to publish, all I have to do is decide which screenshots to keep and how to make the chapter flow nicely.