You can't -- here's what you're experiencing.
1. When the window is maximized and you're on the RDP session's desktop the PRINT SCREEN button command is sent to the RDP SESSION (and requires the clipboard to bring the PRINT SCREENED image to be "brought back" to the local desktop)
2. When the window is minimized, and you can see your desktop AND the RDP desktop, the PRINT SCREEN button command is sent to the LOCAL PC
I guess you could research the ability to prevent the RPD session window from being minimized.
-- Jason
"It's Just Ones and Zeros