Well-- 2 catches-
1) its easier if you hold down the ALT key, and the press print screen-- it then save the image to the clipboard, and you can paste it into a document and print the document.

2) but-- they don't show you all the clues at once- so you have to scroll, and repeat the process several times to get all the clues--

(you could just print the grid, and use your computer to find all the clues...)

Trick #1 works with all active windows... I use it all the time when creating documentation. I often want to have screen captures, to show users exactly what they will see on their screen.