Actually that's completely wrongitty wrong wrong wrong.
To take a screenshot in DDO first you will need to hit ALT+Z. This will remove your UI from the screen so you can get a good shot. Next you hit Ctrl+P and you will take your screenie.
Next and I guess I could be wrong about this part, you will need to upload those images to imgshack or whatever photo site you have in mind and then link the URLs here on this page.