In ME1, the default key for taking screenshots is F11. In ME2, however, there is no keybind for screenshots nor is there a way to reconfigure it via the in-game settings.

The only way is to edit the Coalesced.ini file (which is found in Mass Effect 2\BioGame\Config\PC\Cooked\). I recommend using the Coalesced Editor, but any hex editor can work.

1. Run the ME2CoalescedEditor.exe.
2. Under the BIOInput tab, search for [SFXGame.SFXGameModeDefault].
3. Right-click it, go to Add Settings > <New Single Setting>.
4. A window will pop up. Type "Bindings" (without quotes) into the field, then hit OK.
5. In the top-right area, type ( Name="F2", Command="Shot" ). F2 can be whatever key you prefer.

Your window should now look something like this:

Default directory for the screenshots will be in My Documents\BioWare\Mass Effect 2\BIOGame\Screenshots.

But we're not done yet! Because that binding will work in hubs and in and out of combat, but not in conversations. So, we're gonna have to add a separate binding to take screenshots in conversations. Guess which section that's in?

Search for [SFXGame.SFXGameModeConversation] and follow the same instructions as above. Mine is bound to F1.

Same thing can also be done for Cinematic (cutscenes where the dialogue wheel doesn't pop up) and Movie.

And, as I've mentioned before, the game saves them as .bmp's, which may or may not eat up your hard drive depending on your resolution and number of screenies.

*cough* So... Anyways, have fun!