As you have discovered PrintScreen doesn’t work in DirectRT the same way it does in MediaLab. Because DirectRT uses full screen DirectX graphics, PrintScreen will not capture anything from the sessions--you can only use it to create images to use in the sessions. Fortunately, there are some easy to use shareware programs out there that allow you to capture screens during DirectX applications. For a quick sampling, try www.download.com and search on the terms 'screen capture directx'. One that I have tried successfully is called Fraps. Install it, run it, and just press f10 whenever you want to grab a screen--Fraps will save the DirectRT screens as images (jpg or bmp) automatically in the Fraps installation folder. Couldn’t be easier. Apparently, it will also allow you to make movie clips of your sessions (or any part of them), but I haven't tried that functionality yet. At last report it was free to try for two weeks, or $37 to buy it.
Added 3/10/2008
[edited from support email]
Also, just as an FYI, the site mentions using Fraps for screen shots. This may work, but my TA in Lexington has been trying this. He finally switched to a program call Snagit and had more success getting the screen shots. In Fraps, he just got the black or white background for the stimulus presentation. But, the stimuli themselves would not show up in the screen shot.