I concur with recommending FRAPs as I use it for multiple games as it's small and easy to use - the thing to remember though is the free version only saves images in uncompressed Windows Paint (.BMP) format and if you start taking lots of screenshots you can quite easily start chewing up a lot of storage space, so you'll need to convert them separately into a compressed format like JPG or PNG with another program like Irfanview. Purchasing the software removes that restriction and allows you to choose what format the screenshots take.

Another thing to remember about taking screenshots with an external program (not just FRAPs) is technically you are not allowed to do so under the Materials License in the ToS - you're not meant to use a third-party program of any description, even for taking screenshots, but I think in this case it's more of a case of 'don't ask, don't tell', so... I will say no more.