Taking a screenshot with the Print Screen button doesn't work; I have an LCD monitor. I had the same issue with The Lord of the Rings. I fixed it by changing the resolution in the game itself, but Heroes doesn't have that option.
Print Screen only puts the image in the buffer, and then you have to paste it into something like Paint. Or does that not work either? :)
(Василь Симоненко. Люди – прекрасні)