There are two ways:
1. Press the home and power buttons at the same time and hold for a couple of seconds.
2. If you have gestures enabled, place the side of your hand on one side of the screen and swipe it across (while holding the side of your hand on the glass).
Either way, you should hear a shutter sound and the words "Saving screenshot" and "Screenshot Captured" will appear on the Notification Bar.
Hope this helps...