In Windows XP, one can press Alt-PrintScreen to copy an image of the active window, or Ctrl-PrintScreen to copy an image of the full desktop.
This can then be pasted into applications that accept images: Photoshop, Microsoft Word, etc.
I'm wondering: Is there a way to save the screenshot directly to a file? Do I really have to open an image program, like Paint.net or Photoshop, simply to paste an image, then save it?
There is no way to save directly to a file without a 3rd party tool before Windows 8. Here are my personal favorite non-third party tool solutions.
+ PrintScreen saves the screenshot into a folder in <user>/Pictures/Screenshots
In win 7 just use the snipping tool: Most easily accessed via pressing Start, then typing "sni" (enter). or then sni enter
I use the following keyboard combination to capture, then save using mspaint. After you do it a couple times, it only takes 2-3 seconds:
In addition, Cropper is great (and open source). It does rectangle capture to file or clipboard, and is of course free.