Depends on the game - in <img src="/ubbthreads/images/graemlins/div.gif" alt="" /> I used the in-game option, was CTRL+F 11, but I changed that. I got them as png, converted them to jpg and uploaded.
In <img src="/ubbthreads/images/graemlins/beyond.gif" alt="" /> I have to use a graphics program using the snapshot function (in this case PSP 8) - then I minimize the game via Windows key - go into PSP, save under png, modify and convert under CompuPic (a program recommended by Raze).
My site is only for <img src="/ubbthreads/images/graemlins/div.gif" alt="" /> - I have none for <img src="/ubbthreads/images/graemlins/beyond.gif" alt="" /> - only a few screenshots.