Greenshot cannot register the desired hotykey (PrntScreen) if another program has already registered it, that's why it gives you that warning message.
If you want Greenshot to work with the PrntScreen, you need to find out which program is blocking the hotkey, it is most likely either OneNote or DropBox. Configure them not to use the PrntScreen hotkey, and restart Greenshot.
Read more here: http://getgreenshot.org/faq/my-prntscreen-key-no-longer-works-with-greenshot/
In case you want to use Greenshot but still don't want to turn off that specific feature of OneNote or Dropbox, another alternative would be to change Greenshot's hotkey, you can easily do so in Greenshot's settings dialog.