What happens when you try to paste it into the document? Anything? Have you
tried Paste Special?
If nothing at all happens when you try to paste, or if you end up pasting
the last text that was on your clipboard, the screen shot isn't getting
copied to your clipboard. In that case, the problem might be in your
keyboard. A year or so back, I bought a nifty ergonomic keyboard with lots
of fancy features. Unfortunately, I didn't notice that it was a PS/2
keyboard, but my laptop needed USB. I didn't worry, since I had a PS/2 to
USB adapter. Well, the keyboard "worked" after a fashion but none of the
features -- including print screen -- would work. The PS/2 to USB connector
wouldn't handle anything other than text and some of the F keys. I ended up
having to buy a real USB keyboard to get full functionality.