you hit function prt sc, open paint then hit ctrl c then ctrl v it's now attached to paint then file/save as/anywhere you want.
You can get a good FREE capture tool -- that will put the images you capture in the folder you want them in ! you will capture the size you want -- in the format you want --- check this link here:- http://www.mirekw.com/winfreeware/mwsnap.html
a screen caputre doesnt get saved to a directory. its just the same as copying text. you need to paste it somewhere to save it. open up paint after you pressed print screen and then hit ctrl+v to paste the picture
If you use the windows print screen feature then I think it captures to the clipboard and you have to paste it as you say. I have been using Screen Print Platinum for years because it allows me to paste directly into MS Word or save to a folder of my choice very easily. For those long pages which you can't get in one go I use CaptureWiz Pro which has a scroll feature and also allows me to save into a folder of my choice. The great thing about this proggy is that you can capture not only still images but also video & audio once its on your screen. Both progs have an internal editor.