How to print screen in Remote Desktop Client (RDS) on Mac OS X?

Here's an alternative solution to Oliver's answer for those that have those "half" mac keyboards without number pads,

From within the RDP Windows screen, Start > All Programs > Accessories > Ease of Use > On-Screen Keyboard.

This onscreen keyboard has all of the keys you need including Print Screen.

Alt+Page Up replaces Alt+Tab to “tab” through running applications in the RDP window.

Alt+Page Up+Numpad + takes a screen print of the remote desktop (just like using PrintScrn on a local computer).

Alt+Page Up+Numpad - takes a screen print of the active window inside the RDP window (just like using Alt+PrintScrn on the desktop).

Warning: This may close the current application for some users

I believe what you're looking for is Fn+Option+F4. This gives me a "print screen" command inside the Windows RDP session to trigger application like SnagIt.

Pressing Fn gives you the straight function keys inside the RDP session, or at least this has worked for my MBP keyboard.