I know in Windows 7 that clicking the key labelled, "Print Scr" should print your current screen, for me this isn't working. Before you say it's my key that's to blame, prior to this I was using Ubuntu and I found that the print screen button was overly sensitive if anything.
The Print Scr button will only copy the screen to your clipboard. It will seem like it did nothing, but it just saves an image of your screen to the clipboard.
You can then paste the image somewhere, for example, in Paint.
You could also download a program such as FastStone Capture, which will automatically save the image.