Some users complain that CTRL+F11 doesn't work. In that case, in game go to Options, Keys and configure Screenshots to TAB or whatever you wish.

EDIT: <img src="/ubbthreads/images/graemlins/ouch.gif" alt="" /> didn't notice kiya's post <img src="/ubbthreads/images/graemlins/disagree.gif" alt="" />.