screenshot capture?

[pwg]

What is the procedure for capturing a screenshot? I pressed F5, but when I go back to desktop and try to paste the image in Paint or Photoshop there is nothing on the clipboard.
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AMD 64 3200+
1.5 G RAM
BFG Geforce 6800 ultra oc
Windows XP professional SP1

[Burning Fish]

They're stored in "C:\Program Files\Steam\SteamApps\your@email.com\half-life 2\hl2\screenshots"