If you want to capture portions of the screen (such as pictures) I recommend MWSnap. You just drag a box around the item you want to snap. MWSnap is one of the few which resolved pictures properly when re-opened in a multitude of viewers (including PhotoShop).
Prt Scr key is fine if you want to snap "everything" on the screen.
Note that neither "Prt Scr" nor a "Screen Capture Program" send anything to the printer itself - just to a file (which can then be printed).
Actually, it's not just paint that you can put a "print screen" request to. Most anything that can handle a .bmp file will let you print directly to it (used to have to do it a lot in Excel 5.0). If your database in is M$ Access, you likely should be able to just paste into it...
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