._. I just use the snipping tool on Windows 7, or press Alt+Prt Scr to capture the current window. I always find it to be more reliable than built-in screenshot utils ^^
Also, I'm pretty sure that even in No$Zoomer, pressing print screen doesn't create a screenshot automatically, it just copies the image to your clipboard. So there is no directory that the screenshots are saved to. You have to open up a photo editing software like MSPaint and "Paste" the copied image into a file and save it.
Press the "print screen" button on your keyboard, pause the game, open paint, right click and click paste, and then save the image where you want.