It doesn't work for me either. I use the Snipping Tool though.

You can't have the game on full screen to do this, just so you're warned. Go to your Start Menu > All Programs > Accessories > Snipping Tool. It's really easy to learn too. I keep my game permanently on windowed mode with the Tool ready for any cute shots. ^_^

The Snipping Tool does not come with all versions of Windows, so that won't work for everyone.

If you've got some image-editing software it might be able to be set to take screenshots. One such is Irfanview, which is free to home users. There is also specialist screen capture software available, both commercial and free.

I do have IrfanView. How do I set it to take screen shots?
How would I take a screen shot with it?

I also have Fast Stone which I prefer. Can you take screen shots with that?

I don't have the Snipping Tool. I have never heard of that.

Press the "C" key or go to Options > Capture/Screenshot. You can set the options, including the hotkey (CTRL+F11 by default) in the dialog that appears. Press the Start button and Irfanview will minimise. When you want to take the screenshot press the hotkey and the program will appear with your screenshot.

Dunno about Faststone. Do you mean the image viewer? I think they also make a specialist screen capture program. Check their Web site.

EDIT: Yes, they do have an image capture program. See http://www.faststone.org/FSCaptureDetail.htm

ANOTHER EDIT: Faststone Capture is shareware, but it seems from the image viewer program page that it also has screen capture abilities. See http://www.faststone.org/FSViewerDetail.htm

The Snipping Tool only appears in Vista (and probably also Windows 7).

Thanks so much for your help. One more question, do you have to have the game on small window? Or can it be on full screen?

It can be in full screen.

Gadwin PrintScreen is free and has been my choice for many years.