you press a button on your keyboard named: PrintScrn|SysRq
you can find it above the 'Delete' button, near the 'ScrollLock' Button.
after you press it, open your SC folder (Example: C:\Program Files\Starcraft), and look down untill you see a *.PCX file.
since those are advanced picture files, you can't open them with paint, you can open them with a graphic program such as photoshop.
but I'm sure you're not gonna spend 99.99$ if you don't have photoshop just to open the screenshot you made, so here is a useful link for IrFanView, it can also open *.pcx and it's free.
http://www.irfanview.com/basicly, in all blizzard games, to take a screenshot you do that same thing, since the SC view format is *.pcx.
if you just press 'PrintScrn' on your desktop, you can enter Mpaint, pressing Ctrl+V, and it'll show you the screenshot, but blizzard games use the view format *.pcx and not *.bmp.
but blizzard knew that you'll probobly want to take screenshots, so they created a program that automatically creates *.pcx files for you.
in the newer blizzard games, such as WC3, you use bmp, so you can just press PrintScrn open mpaint etc.
*note - your sc folder can contain only 100 pcx files, if you reach 100 screenies you better start deleting some.
after you save your SS, make sure to save it as a *.jpg, to save space (since the SS size is 800*600) and to allow you showing it on the net, which is probobly the reason you took the SS.