ok when your playing the game just push f5 and your screen should stop for just a second, then it will go again.. Do this whenever you want a screen shot..
The shots themselfs are in the folder:
C://programfiles/valve/steam/steapps/yourscreenname/condition zero/czero..
The file will be save as a .bmp
If you ever want to show people your screen shots, just use an upload site IE
www.photobucket.com,
www.imageshack.com etc.
Hope that helped!
~DemonKnight~