Since lots of people ask this, and I didn't know the answer, I decided to dig into my computer, and I found the folder that HGL sends your Screenshots to!
Now, I don't know how everyone else's PCs are set up, but this is how to find mine: C < Documents and Settings < Admin < My Documents < My Games < Hellgate < Screenshots
Viola! Pressing Prt Scr actually does, in fact, do something!
Now to revamp the forums so they are fresh and clean, and make a HGL Picture thread.