Very old post I realize, but windows finally realized how inane the process was.
In Windows 8.1 (verified, not working in windows 7 (tnx @bobobobo))
windows key
+ prnt screen
saves the screenshot into a folder in <user>/Pictures/Screenshots
Source - http://windows.microsoft.com/en-in/windows/take-screen-capture-print-screen#take-screen-capture-print-screen=windows-8