There are two basic ways to make a screen shot.
The first is a screenshot of everything on your screen. To do this simply hit the "Print Screen" key on your keyboard then open up an editing program (MS Word, Wordpad, Paint etc.) and just paste it (Edit>Paste). You will see a picture of your entire desktop area.
The second way to capture a screenshot is by holding down the Alt key and Print Screen. (Alt+Print Screen). This takes a picture of your ACTIVE WINDOW. So if you want to make a screenshot of just Internet Explorer, hit Alt+Print Screen, like that you can capture what you want instead of the entire desktop.
Then, you can proceed and paste it into your desired application.