The best is to use a Video Recording Application (FRAPS, PlayClaw) and use its integrated image snapshot utility.
Indeed, you'll get much higher quality using an external recorder than the in-game capture. The in-game screenshot is a jpeg of 800x600 pixels, with bad compression. Not the best if you play at double the resolution. Using another software allows you to capture pictures in lossless high-quality, without the annoying KI interface popping up in Uru.
I remember taking a screenshot in-game didn't hide the Windows taskbar from the picture either
When it comes to in-game resolution on Complete Chronicles, the best is obviously to play in fullscreen 16/9 using a hack - which is unfortunately not possible online, since hacks generally don't work.