I have the same problem as you.
Right-click on the aRO Shortcut Icon and choose Run As Administrator.
Make as many screenshots as you can.
Check your Screenshot folder and the screenshots you've just taken will be there.
Choose the option to edit them and you will see a past screenshot instead of the actual screenshot.
This works for me but I can't afford to "Run as administrator" all the time since I'm almost always dual-clienting (clients freeze).
If I really need the screenshots like for the Chinese New Year Event I press PrintScreen then I paste every single screenshot in Paint.
Just sharing what I know but I hope there's a better way. :T