Some servers actually ban you from taking screenshots.
They do this with Servman.
In order to take screenshots, you will have to replay your track then take the screenshots.
To do this you will have to open DCS single player, click replay and navigate to (in my case) "C:\Games\Blackshark\Temp", open the track and you will have to press Pause/Break a couple of times and wait for the mission to load up, and press F2. (taken from http://forums.eagle.ru/showthread.php?t=48905&highlight=record+tracks+multiplayer)
Here are a few I took from a multiplayer mission with Mustang and Lupin the other day.
Hope this helps.