Taking shots in JK1, MotS, JK2, and JA is no problem. But if you're talking about the original Dark Forces then try this...
You can alt+printscreen and then paste into a paint program (such as Photoshop or Paintshop Pro) after alt+tabbing or control+escaping out of the game. Then paste a new image.
You could also run a seperate screenshot taker program like HypersnapDX (?) or something like that. Fraps to take movies... there may be better options out there, good luck!