Hit the Print Screen key, then open up MS paint and paste the image into it from the clipboard, then save it. If you have a dual monitor setup, use alt-Print Screen in order to only capture from the monitor running PE.
Maybe Mindbuster could make a sticky on the many good ways and little apps that are useful for taking screenies. There are quite a few good threads on this already, one of which Jac mentions.
This does of course presuppose that peeps read the stickies