Press and hold the Home button alongside the Sleep/Wake button . You ought to hear a screen click. The screenshot will show up in your Camera Roll or Saved Photos area.
Hold the Power and Volume Down buttons in the meantime. The picture is spared to the “Caught Images” organizer in your Gallery application. That just works in Android 4.0 and higher, however. For Android 3.0, 2.3 or prior, use an application like AirDroid.