Here's a very easy though tricky question: why does the PrintScreen key have that name if it doesn't actually print anything?
I guess you don't have the answer for that – I don’t either – but I do know a way to fix that incongruity.
It's called Purrint: a small Windows tool that turns the PrintScreen key into an actual printing application.
Once installed, Purrint places an icon on the system tray, though I'd say it's more comfortable to use with the keyboard itself.
Now, every time you press the PrtScr key (or the Alt+PrtScr shortcut to capture the active window) a window will open and offer you the possibility to copy the image to the clipboard (as the standard key would do), save it as an image file or send it to your printer right away.
Purrint can also work in a semi-automated way: simply open the program's configuration menu and set it to take a specific action every time you press the PrtScr button.
Purrint is an easy way to improve the way the PrintScreen key works by adding new functions to it and make it a more useful key.