It's not completely clear what your problem with cutscenes is, I'm assuming that you can't get any screenshots done?
Well, as also stated in the [faq], you have to press the prtscr button (which you apparently already found
). It's not true though that "nothing happens", in fact only nothing
visible happens. The screen content is copied to the clipboard, though, from where you can paste it to an image file.
Just in case you need more help, try the [search] (and maybe find a thread on topic like
this one), and don't forget to especially read the stickied topics like
this one for example.