Others have said you can use fraps. You can also use most any photo edit softwares like irafan view. It has a screen shot thingy and you can set your own key bind and even make it take auto screens every so many seconds etc. For irafan press c key and the screen capture thingy will pop up. I normally set number pad key * as my screen shot key if using irafan. It is a few games no photo edit or game recorders will work with- but very few.
Fraps is not bad, the paid program is better and can make videos too with out a time limit, or you could use xfire for both screens and videos and can send or get large files from friends in multi gig size files with out problems. Xfire is free.
Also. If you plan to only take 1 or a few screen shots you can always use print screen [Prt Sc] key on your keyboard if a ms keyboard and use paint. Open paint- click paste button and then where to send the photo and what codec etc, jpeg is maybe the best and small file size. If using print screen you can only do 1 screen at a time- or your next screen over writes the last.
Some games may not show a screen key in its manual or in game settings but still might have a screen key- many games the screen key is f9 or f12- others like steam games is f5 etc.. Just because the game says nothing about a screen key, may not mean you can not take screen from the game with its own screen key. Devs who ever just did not add the info. It is kind of stupid really- but thats the way it is..
Some games do not have a certain folder it will send screens too. It might just place the screen right in with the game main program files- so if you have troubles finding screens in some games- look in the main program file/folder..
All of these programs are on the great free programs for Windows 7 page, or best I remember anyway..> IrfanView - Official Homepage - one of the most popular viewers worldwide Xfire - Gaming Simplified FRAPS show fps, record video game movies, screen capture software
Have fun. See ya..