Yes, Ctrl + Insert is the way to go on screenshots, forget all that Printscreen nonsense. Fraps also does multiple screenshots after you have assigned a hotkey and dumps the screenies wherever you want.
What I would like to know is can you freeze the action, ie. pause it, in edit mode so that you can roam around the paused scene for good screenies. It used to be possible to pause the action with F11 but this key now toggles blunt or other weapons.