Thanks, but I don't use windowed mode, I'm always in full screen. Maybe I should have mentioned this detail: a few months ago, I moved the screenshots folder to a bigger part of my disc and renamed it to "Old FL Shots". Since then, a new screenshot folder has appeared in My Pictures. However, it stays empty if I take a screenshot.
Neither folders have any write protection not ownership differences, as there is no more than one user on this computer, which is the Administrator. However, trying to close the Properties Window of Old FL Shots bugged out my Windows Explorer and I had to restart it. I am running Windows 7.