Actually, I take that back.
It takes a screenshot no problem if I'm on the home screen. But if I open up my Direct Publisher app, and try to take a screenshot, it just says "Screenshot Ok", but doesn't show a screenshot. The image area has nothing in it.
But, if I exit the app, go to home page, and say screenshot, it works.
You know, it's been so long since I had done it, I had it wrong. In DP dashboard go to "Screenshots" and click the "Auto Generate" button. Looks like it only generates 1 image, but I don't remember seeing this option when I set up the DP channel. Maybe it's new?