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Print screen button then paste to paint program. Is a little easier.
 
That works too, and you can choose which image format you want to save it in. However, you can only 'store' one screenie and you have to minimize the game and go through the whole save as process every time. F11 has its disadvantage in that it is always saved in bulky bmp files, but you can take as many as you like and just convert them to png later when youre short on space or want to post them or something.
 
To each their own.