The supplied method of taking screenshots in OS X is simply horrible, especially if you just switched from Windows or another OS where the Print Screen key on your keyboard will perform that function. What was it in OS X again? Command-Shift-3? Or Control-Command-Shift-3 if you want the capture on your clipboard?
Insted of performing these keyboard gymnastics, open System Preferences, click on the Keyboard & Mouse panel, then the Keyboard Shortcuts tab. In the Screen Shots section, change the definition of 'Save picture of screen as a file' to F13, and 'Copy picture of screen to the clipboard' to Shift-F13. Just like that, taking screenshots is suddenly much easier -- very handy for submitting hints to macosxhints.com!
[robg adds: A simple but effective tip; I've used it to reassign the "region" capture commands instead, as I use those two most of the time.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20060717122140955