When you hit the Print Screen button, it copies an image of whats on the screen, to the Clipboard.
It's just like when you highlight some text, and select Copy, except instead of text, it's an image of what's on your screen.
After hitting Print Screen, open your image editing program, right click in the open window, and select Paste, or you can do it from the toolbar (Edit / Paste).
Then, just save it, like you would do any other image.
This tutorial will explain it a bit more thoroughly:How to take and share a screen shot in Windows
Edited by tg1911, 22 April 2007 - 11:32 PM.