It sure has nothing to do with WinMe, cause I've been (and still am) using BSPlayer under that OS as well as under Win98 and never had any problem whatsoever in making screenshots by pressing [P] (or [Shift]/[P])
:?
Please refer to e.g. (easily to find when using search function!):
http://forum.bsplayer.org/viewtopic....084943ce8#3169