Are you on a PC? If so, there is a key on your keyboard that say "prtscr" or something similar. To take a screenshot, just press this button. It works just like when you copy something, so if you go into Paint and paste it, there's your screenie. If you have Vista, there's also a tool in the menu called the Snipping Tool that lets you select a part of the screen to save.
Yus, and it works slightly different for laptops, if you're using one. P: You still have a print screen button, but it's usually a secondary function. You'd have to press the function (fn) button, then press print screen at the same time.