So anyway, how the heck are you guys taking these shots of you all playing. Is it a third part program, or something integrated with Windows that I'm unaware of. Please advise.

Above the "Insert" button and to the left of the "Scroll Lock" button on your keyboard there is a botton that says "Print Screen". When you want to take a picture (screenshot) hit that button. Then open up Word or some other program, and right click and "paste"

Thank you for the help. My people shall pass your name down in our legends, and you shall live eternally.