I don't know if there's another way to capture screen-shots, but I usually use the "print screen" button and then paste the picture into a photo editor like Adobe Photoshop or Painshop Pro.
Nevertheless, I'm also interested in knowing if there is a build in function for this (maybe a command which captures the screen into a bitmap or similar).
Oh God, I wish I had captured the event when I trapped the Amazoni Mantrap under the drawbridge of Shurugeon Castle and whacked the living daylight out of it
//Jazzid