If you want to take a screen shot of an error message to send to support, or of the set-up of a screen to document your procedure, hold both the ALT key and the Prt Scr key down on your keyboard. This will put the top most window into the Windows paste buffer. Navigate to either a word processing document or email and either right click and select Paste from the menu or use the Ctrl+V keyboard combination to paste the buffer contents into the document. Clicking just the Prt Scr or Print Screen button will capture the entire monitor content, not just the top window.
You can also use the Windows Snipping Tool, which can be found by clicking the Start button > All Programs > Accessories > Snipping Tool. Once you've selected Snipping Tool, the process is very self-explanatory, but more information can be found in Windows Help.