Windows PC
Press "Print Screen" on your keyboard. The files will be saved in a folder named "Eve\capture" under your "My Documents" on Windows XP and "Documents" on Windows Vista / Win 7.
Macintosh
Full screen: Press Command button + SHIFT + 3
Windowed mode: Press Command button + SHIFT + 4 and select the EVE Online window The files will be saved on your Desktop.
It's recommended that you press control+F9 to get rid of your user interface panels first.