As Dev1 implied, just press the Print Screen key and a screenshot will be placed on your clipboard. You can then paste it into any image program you wish, MS Paint, PSP, or whatever and save the image file wherever you wish to.
Screenshot programs simply automate the second part of that, pasting the image into the folder in the format you specify in the program's settings. (E.G., as a bmp on the desktop, as a JPEG in a certain folder, any way you set it up. They just save you a couple clicks.
I like ScreenShot Manager, freeware from FSBerlin. Their site seems to be defunct, but you might find ScreenShot Manager on one of the big download sites like FlightSim or AVSim. If you can't find it, send me a PM. There's no reason to pay for a screenshot program when there's excellent freeware available.
There's no real need for a screenshot program at all, since Windows has a screen capture functionality (Print Screen) and an imaging program (Paint) built in, but a (preferably freeware) screenshot program makes it a little quicker and easier.