To take a screen press printscreen and open mspaint or some other pic editing program and press control V. Apparently Medieval 2 also saves screens elseware
but that shouldnt matter. It seems theres a different picture and text clipboard.
Also if you have xfire you can press scroll lock S to take a screenshot.

The print screen and control V method however might turn the image black if you have anti aliasing on. Some other pic capturing programs may do that too.