The Snipping Tool is one that I use all the time. But it won't work unless you're in Windowed mode. I like Irfanview for stuff like this too. What Print Screen does is put a screen capture in your clipboard which you should be able to paste.
Not that this is relevant, but a really cool thing Windows 8 does is makes screen capture a no-brainer. Windows Key + Print Screen puts the screenshot (as a .jpg photo) into your Pictures file in a folder called Screenshots.
In my PC corner for the winter, gaming and knitting.