There are also some extra freeware Printscreen utils available, with additional features - like selected area grabs, saving to file from a utility.
Good ol' Irfanview can do some tricks, but the one I'm thinking of is better - I'll look up a source if you're interested.
Printkey....
h**p://www.geocities.com/~gigaman/ (page for PRO version)
h**p://www.webtree.ca/newlife/printkey_info.htm
Good picture of the free version - and download link
If the stated link is dead, try googling
h**p://www.google.co.uk/search?q=printkey510ef.zip&ie=UTF-8&oe=UTF-8&hl=en&btnG=Google+Search&meta=
Win95/98 program, reported as working ok on WinXP - I used it on 98 previous install - haven't got round to reinstalling.
You can also choose to include the pointer, handy to point out something - PS. This one has a lovely "camera click" when it goes off!.