It's not Alt + S. It is the small button called "Prt Sc". Print Screen. Then the computer will take a screenshot of your game - just paste the picture into Paint and save it. :)
I love the Indians. I've always loved their cultures and religion, so I was very happy when I suddenly could control a village full of Indians. :D And just after the Indians comes the Celtic. You gotta' love the blue markings on their bodies.