Alt-s will save a bitmap to your main Aces High II directory as AHSS##.bmp. Sometimes you may need a better image program than windows paint to view them.
Print Scrn button saves an image of your screen to windows clipboard. When you press it, you wont see anything happen. But if you press the Print Scrn button, then open up any image program, lets use Windows Paint for example...you can select Edit-->Paste, and it will paste the screen shot you took.