I believe you can hit print screen and then paste into paint. There is a handy program that I use for screen caps called HoverSnap. It can take selected areas or entire screen captures. Its free and uses nearly no resources when its sitting idle.
if hitting prnt scrn doesn't work, try alt+prnt scrn. i know that captures the outermost window, so if you click on like a messege window once then hit alt+prnt scrn it will be copied to the clipboard. then just open paint or any other graphics prog and paste like Ronin said.
So far what you've been advised to do will most definitely work for a still image. You did ask about capturing a screen which may or may not have animations eg a gif file or an avi file etc. Print screen will only capture a still image of your screen at the time of the capture so if you want to be able to capture motion or more flexibility in capturing still images,video and audio(from even a streaming source) you could try CaptureWiz Pro from http://www.pixelmetrics.com So you can capture a screen with video and then go back and edit it so as to get the still shot you want. They offer a free trial so you can check it out. You can capture a full screen,active window,part of a screen,etc. There's another useful & important feature and this is the reason why I'm mentioning this product to you since you really just want to save still images. If the screen that you're capturing requires you to scroll to see it all, you can still capture it all using a scroll capture. This is not possible using the print screen feature on your keyboard.