I assume, we are speaking about a MS Windows system, if you dont use
Windows forget the following...
Both the <alt>+<print screen> and the <alt>+<ctrl>+<print screen> (as
suggested by Sebastian) options won't work for what I believe, Wolfgang
seeks to achieve.
He writes, he want to get "screenshots of the Stata-menu", that is the
content of the pop down menus "File", "Edit", "Prefs" etc... or their
submenus.
Pressing the <alt> key on the keyboard, however, causes these menus to
close before the screenshot is taken. You should therefore press the
<print screen> key only. That will copy a screen shot of you entire
screen content (if you're using more than one screen even of all
screens) to the clipboard. From there you can paste it into any graphics
editor (even paint, which is boxed with windows will do) to cut out the
bit you need.