If you're using DOSBox, they're in a folder called "capture" within the DOSBox installation folder (check in your C: drive at C:\Program Files\DOSBox). Any imaging program like Photoshop, Paint Shop Pro, Fireworks, MSPaint, and even the Windows preview dealy should open the png files without a problem.
If you're hitting the "Prt Scrn" button to get your screen grabs, you need to go into an imaging program like Photoshop/Paint Shop Pro/Fireworks, create a new document, and then paste the image into the new document.
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