First of all, when you press "Print Screen" in WoW, it saves your screenshot in:
Drive:\Program Files\World Of Warcraft\Screenshots
^ Your Drive most likely would be C:\, but mine is F:\ so it all depends.
But for other games its proberaly different, as in when you click Print Screen it actually saves the image to the clipboard.
The Hard Way --
1. Press "Print Screen" (now the image is on your clipboard)
2. Exit the game in your in/Pause/Alt-Tab, whatever you'd like
3. Open up Microsoft Paint, Start/All Programs/Accessories/Paint
4. Click Edit>Paste or CTRL+V
5. Click File>Save As, choose JPEG in the file type dropdown list. Choose a folder, type the name youd like to save it as and click Save.
================================================================
The EASY Way --
1. Download ScreenGrab (Free Software Utilities - No Nonsense Software) - there are many more programs with better features, but we chose ScreenGrab as its easy to use and free), if your willing to pay you can try FRAPS which is better.
2. Double click the .exe and install it, and open it Start/All Programs/ScreenGrab
3. Change the settings to the following:
Leave JPEG quality at 80 (Small size, but still looks decent)
We recommend ALT-Z for a capture key because it's easy click, and when your in a fast FPS you dont want to be struggling to the button dont you
4. Now you are ready to take screenshots =D Remember to open ScreenGrab before you open whatever game or application you are planning to screenshot and when you press your capture key, a image will be created and saved into Drive:\Images (Most likely C:\Images)
Just a noobie simple guide, so dont flame me for trying to help people