Yes, you have to add a little piece of code to your map. The way it works, it should be extremely easy to integrate it with existing saving code. It works automatically, but not the way you are describing. You simply right-click the screenshot file and choose 'Decode Warcraft III Code'. Then you just type '-load' commandin the map and paste the code.
I know that needing to modify the map can be a problem, but the modification is really small and the benefits are worth it.
You can read more informations here: http://np80.com/blogs/aaubry/WarcraftScreenshotReader/WarcraftScreenshotReader.html