this whole thing has to do with overlays. overlays can't be captured in a normal fashion and i'm not aware of other ways... short of getting a program that allows it.
i have an old riva tnt that allows overlays to be turned off which allows printscreen to work, but newer cards don't have this for some reason.
and i experienced the movie playing in mspaint when i did a printscreen once, rigsta... it was a trip, but then i just realized it had to something with the overlays and detecting where the play window was.