Smr Simple!

The manual says that you use Prntscreen to take screen shots and they automatically go into a folder in My Documents.
I have tried this but nothing shows up there but the system keeps it in teh clipboard.
What am I missing?

the folder is in C:\Documents and Settings\(your system name)\My Documents\My Games\Sid Meier's Railroads! in a folder called.....ScreenShots

(not being smart, just ludicrist)