Steve,
Actually, the print screen is doing something but not what you think. You will have to take it a step further. When you press the Print screen button, it captures a picture of the screen and stores is temporarily. The next step you should do is go to a graphics program (ie MS Paint) and simply either select paste or Control V. It'll probably ask you if the size is correct or something like that but just say ok and your picture of your screen should come up. You can also open up a word processor (ie word or wp) and press Ctrl V. This is how I do my system documentation.

HTH

Jeff T.