If you want to print a copy of what's on the screen, press the key marked "Print Scrn" or "Print Screen". Although you won't see anything happen, this will put a copy of the screen into the Windows clipboard. Open the Paint program that can be found by going to Start - Programs - Accessories - Paint and select Edit - Paste. This will copy the desktop image from the clipboard into the program. Then Select File and Print.

If you prefer, you can also paste the picture from the clipboard into any paint-type program, or even Microsoft Word or a word processing program. It's a little bit of work, but when you need to save a copy of something on the screen, being able to print the screen can be invaluable.