Hit the print screen key and it will copy the screenshot to your clipboard, then open paint, hold ctrl, and press v. That will paste it and there you go.
Note, if you are not running the game in full screen, hold alt when you press print screen, that will screenshot only the current window instead of everything on your monitor. And be sure to save it as a jpeg so it doesn't lose any quality.
Beware the Frost Giant... Carry your Magic Hammer! http://www.vgcats.com/comics/?strip_id=291