I do not recall anything about a third party screen capture tool, can you, please advise, I would be most interested to try anything like that.
Peter Dreisiebner's "Bildschirmkopie" (screen copy) works great for me: http://peter.dreisiebner.at/rigol-bildschirmkopie-lan/. The software is about two orders of magnitude lighter weight than Rigol's mess of a PC software... Also available for Mac and Linux, and works via USB or LAN connection.
Peter's web page is in German only, but if I recall correctly, the software can be switched to English. Don't have it up and running on the PC I am currently writing from, unfortunately.
I can confirm that the "RigolBildschirmkopie" executable in the Linux zipfile works over the LAN, and has menus and buttons in English. I could not get it to work over USB, though, and it's pretty slow to download a screenshot over LAN, about 30 seconds if scope is Stopped and nearly a minute if scope is Running. The "save" saves the shot with correct date and time! The graphics look best if "Original size" button is selected.
It's too bad that it's not a "live" display but only a screenshot.
The program also can send the SCPI commands and receive answers, from another menu window.
I had to set the permissions for the executable file to allow "execute" by owner and group.
My OS is Ubuntu 12.04 32-bit, Linux kernel 3.2.0-74-generic-pae, the USB version may work with later Ubuntu versions (14) , haven't tested that yet.