Yeah, how do they stop you from PrintScreening videos? That's not fair?
Most cutscenes play in a screen overlay, AFAIK. Windows' Prt Screen doesn't work on overlays. In-game, it works, because FreeSpace is using the Prt Screen key to get the screenshot, not Windows. (Notice it ends up in multiple files, instead of in the clipboard being overwritten each time the key is hit.) So you need to either play the cutscene in software that supports catching screenshots (like Media Player Classic), or use software that supports capturing images from screen overlays (like FRAPS).