Alt-PrintScr only saves the screenshot of the active window (not the whole screen) to the clipboard. PrintScr by itself will take a picture of the whole desktop. To create the screenshot, go to Microsoft Paint after pressing either Alt-PrintScr or PrintScr, then press Ctrl-V, or right click on the canvas and press Paste. You may now save the screenshot.
If you want to create a screenshot and save it immediately, use the shortcut Windows Key + PrintScrn. The screen will darken briefly, then return to normal. This immediately saves a screenshot to your Pictures\Screenshots folder.