In the screen settings there is the option to activate screenshots. Then you can take screenshots by long pressing the recent apps icon. I'm thinking this is a feature in Honeycomb and not unique to the asus transformer. I hope this helps.
On my Acer a500 tab there is an app called Acer Sync......found this on the net:
"Another thing you can do with Acer Sync is automatically back up all the photos and videos you captured using the Iconia Tab A500s cameras to your PC. Acer Sync creates a special set of folders (documents, music, pictures, and videos) on both the A500 and on your Windows PC. Any files you put in these particular folders are automatically synced between the A500 and the PC when you connect the two via USB."
I'd like to take screen captures with my Lenovo ThinkPad. I can save webpages, but this isn't enough. Oh, it's a 3.1 Honeycomb similar to the above tablet.