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The F11 key to take a screenshot doesn't work whenever there is an event displayed. In any other case it works, but as soon as an event appears, it does nothing
It has always been so, as far as I know (at least it was already so in 1.07). The solution is to hit the "Print" key, alt-tab the game (exit to desktop) and paste the screenshot to e.g. Paint.
Alternatively, you can use a freeware, very cool program called Greenshot, suggested on this same board by another user. It works wonders, and lets you take "event screenshots" without problems.