On my laptop, I need only press the Print Screen button. Then: open Photoshop-->open a new document-->click OK in the New Document Box-->press CTRL+V (or Edit-->Paste) in the new document layout. Then you should have it.
As a troubleshooting question, when you press the Print Screen Button-->open Photoshop-->Create New Document. In the New Document Dialogue Box, what does it say as the document resolution?
If you properly captured the screen, the size of the document should automatically be set to the size of your screen (ex. 1024x768 pixels) and the resolution at 72dpi. Photoshop should automatically match the document layout to whatever is in the clipboard. (Unless you've changed the preset somehow...)

