No, don't download a screenshot program.
Press that key on your keyboard that says 'PrtScn'. It should be next to the 'ScrLk' key and the 'PauseBreak' key.
This will copy the full image of your screen.
To save this image, you need to open ANY image editing program, be it MSpaint or Photoshop. Go to 'File' and then paste. This will paste the image into that program. Then, go to 'File', then go to 'Save' and save the image.