no you dont need that.
just press the prtscn button on your keyboard right above the backspace and next to F12, then leave the game, go into a programm like paint
start>all programs>accessories>paint
or other program for photo editing,
and when you have a new project open,
press ctrl + v and your screenshot will apeer in their where you can save it.
kegetys dxll will improve the graphics of the game and also can help you store and organize your screenshots. but to just take a screenshot, use the method above.
I have a bad feeling about this.