Thanks for all the source code and comments - thanks to that, I finally have an app that I wanted :)
I have compiled some of the examples, and both sources and executables can be found here:
http://sdaaubckp.svn.sourceforge.net/viewvc/sdaaubckp/xp-take-screenshot/
I use InterceptCaptureScreen.exe - simply run it in a command prompt terminal, and then press Insert when you want to capture a screenshot (timestamped filenames, png, in the same directory where the executable is); keys will be captured even if the terminal is not in focus.
(I use Insert key, since it should have an easier time propagating through, say, VNC than PrintScreen - which on my laptop requires that also Fn key is pressed, and that does not propagate through VNC. Of course, its easy to change what is the actual key used in the source code).
Hope this helps,
Cheers!