First off, thanks for your reply. I think I may, in fact, have been looking at Steam screenshots without realizing there were two different sets of shots. When I press the buttons assigned in KSP, there's no sign that anything has happened, whereas when I press F12 I get a clear indication that a screen shot has been taken and, upon exiting the games, I was shown screen shots I'd taken which were only the F12 screen shots.
So ... I didn't think that my KSP keys were doing anything.
However, now I've checked and, sure enough, they're working. They're putting screens in a different directory and just not giving me any indication that they're being taken.
So thank you very, very much!
~mark