Gil, the plain Print Screen works the same way. A screenshot is placed on the clipboard. Then you open up Paint (or PSP or whatever) and paste it in there to edit or save as a .jpg. In Windows 8, if you press Windows key + Printscreen, the screenshot is automatically saved as a .jpg file in your Pictures folder in a file called Screenshots. No pasting into Paint or PSP or anything. One step screenshots...
BobH, your annoyance is also mine. What is going on is you are still able to install and run legacy programs on the desktop side. So, if you open up one of those programs, you are flipped over to the desktop. If you are strictly running apps from the Start menu, you stay in the Start menu. If you had a Surface tablet with Windows RT (run time) on it, then you would stay in the tiled Start page all the time because Windows RT cannot run any legacy programs. You can tell the difference between a Start page app and a simple link (in the shape of a tile). If you right click on an app, you have several options to make it larger or smaller or make it a live tile etc. If it's simply a link to something, those options are not there... because all it is, is a link, not an app.
The problem for me is that I have the things I use the most on my operating system in tiles on the Start page - such as Computer or Control Panel or Downloads. These also flip you over to the desktop which I find very annoying. I've heard that these are going to be integrated into the Start page with one of the upgrades.
In the garden.