I like to take screenshots of my games so that when I visit the forums for that website, I can show off, make a point, show a bug, etc.. So, I was on a site for the Civilization Series, and a user created
ScreenshotAssistant.They did this because that game and others does/do not have screenshot support. What it does is this: Each time you hit the 'Print Screen' key, it automatically saves the clipboard in a directory of your choice, with different possible formats, depending on your choice. Choose JPG? You can set the quality of JPG from 0 to 100%. You can have multiple formats or just one. It's very useful.
I'm not advertising this tool. I'm sharing it here because, if installed correctly, it works, and well. It's free, no money involved. The only drawback to it is that it isn't limited to the Print Screen key - it saves whatever is on the clipboard. So be sure to close it while in Paint.
Instructions: Install, open it, and leave it in the background while playing the game/whatever else. Hit Print Screen when you want. forget the program exists.
Enjoy!