I know I can alt+printscreen, but the F8 isn't working. So how is everybody capturing screenshots?

Oh, I got it. I'm a dumbass. It's the graphics plugin that doesn't support it.

On my vague memory. F8 won't work due to particular game you played or different GSDX Direct 3D mode (Combination of Direct 3D 9, 10 and Hardware, Software)

GSDX produce only BMP that giant in size. I always using alt+printscreen and toss screenshot to Fireworks, exporting jpeg with quality 90. IMO that's balance between image quality and size.

durable PC since 2008
CPU : E7200 @ 2.53 GHz 1.04 V / OC 3.7 GHz 1.36 V (390*9.5, 4GB DDR2 780)
GPU : 8600GT (GDDR3, 256 MB) / OC (750 / 900)
BOARD : GA-EP31-DS3L (rev 1.0)
PSU : 300 W
OS : Windows 7 Home Basic x86