Theoretically, the PrtSc key should copy the screen to the clipboard, allowing you to paste it into Paint or some other picture editing software and then save it. But that can be annoying, because you have to alt+tab out of the game to paste the screenshots one at a time. Also, sometimes this doesn't work with games; I've never tried with Space Rangers so I don't know.
To get around that, there are several free programs for taking screenshots with a single keystroke. FRAPS has a (limited) free version that's easy to use and works well, and there are some open source alternatives including ZScreen and GreenShot that are more fully-featured. FRAPS is the only one that can capture video though, but the free version only allows 30-second clips, and they have a watermark. For screenshots, the free version of FRAPS is good but it only lets you save in .bmp format (other formats available in the pay version).
You should be able to find these programs just by googling them. I've used FRAPS and I tried ZScreen once, but for some reason the screenshots I took with ZScreen of Two Worlds just came out black. Not sure what was wrong. I've never used GreenShot.
EDIT: Might be worth noting that FRAPS is specifically designed with games in mind, whereas the others are more general-purpose.
Post edited January 11, 2011 by Waltorious