To make Print Screen work, you must save an image of what's displayed on-screen to the clipboard and then paste it into a document where it can be printed.
To do this, follow this procedure:
1. Maximize the window you'd like to capture.
2. To copy/capture the current window, hold down ALT + Print Scrn at the same time. To capture the entire screen, just press Print Scrn.
3. Open a new document in MS Word, MS Photo Editor, or Adobe PhotoShop.
4. Paste the screen shot by holding down CTRL and V at the same time.
5. Print the document when you're finished pasting screen shots.
Note from HeatherAQHA :
"on some computers (like mine, laptop), you need to press FN (function) + PRT SC which is the same button as “insert” on the keyboard."
command-shift-3: capture screen to file
=> save .PNG image of screen to desktop
command-fn-shift-3: capture screen to clipboard
command-shift-4: capture selection to file
command-fn-shift-4: capture selection to keyboard
However I would also recomend a freeware app from yellow mug software (http://www.yellowmug.com) called SnapNDrag.