You have to use the print screen function. It does a screen capture of your entire desktop and then you can copy and paste it into paint, or whatever image type software you use.

Process goes like this:

hit print screen (button on your keyboard)
hit control + C to copy image
open paint and hit control + v to paste image to paint
then crop the image in paint to get rid of the start menu, or anything else you don't want in the picture