Hmm... I haven't done a DOS screenshot for a long time. There are programs that you can get that will do it for you. You have to set up a key combination and leave the program running in the background. :/
I have no idea what the name of one of those programs is, though. I used to use an app that came with CorelDRAW! 3.0, but when Windows became too advanced for that, I stopped using it.
EDIT:
http://www.americansys.com/psd.htm
This program might work. It's shareware, though, so I don't know what kind of limitations it has. You could always just search download.com for "DOS screen capture", though.