For this you need an extra
controller, as well as a VMU with 195 free blocks on
it. Plug the 2nd controller in to the 4th socket (D)
with the VMU in the 2nd slot of this controller. Get
to where you want to take the screen shot, then hit X(or
A for a close-up pic) and Start simultaneously on the 2nd controller. You
should now have an image in that VMU.
If you want to get it converted to JPG format,check
out this
site.