It is supposed to be F11, but that has stopped working for me for some reason (and I checked F Lock, that's not the issue).
What I have been doing is Shift+Print Screen and then creating a new butmap image in my game folder. Once the new .bmp file is created (by a simple right click, New, Bitmap Image) and openned, I simply do a Control+V and the screen capture is pasted into the blank bitmap file.
Let me know if you need any help with attaching the bitmap file to a post. It's fairly straightforward, but may not be intuitive to everyone. I'll be glad to tell you how I did it.