http://www.civ3duelzone.com/utils/deskscan.exe
I use this instead of 'print screen' key because it is much quicker and simpler.
Just run the program, select 'Snapshot/Area Screenshot', select the area you want with the mouse, and save directly to jpg. There are other nice features like saving to clipboard and saving to other formats.
It's freeware, and very small and simple. Perfect for 95% of screenshots you will want to take from CivIII.