If anyone can help it would be a wonderful day. I took a few screenshots and actually took a ink pen an paper and wrote down the location of the file for the screenshot. Well wouldn't you know it, when I arrived at the "C:\Program Files\ Ubisoft\ Silent Hunter Wolves of the Pacific" folder there was no SH4Img@2012-03-29_01.31.29_975.bmp
That last part was suppose to be the image. Not there. Seems like every file for the program was there but no screen shots. I actually sent an email to ubi and they sent back a response to check here.
So if anyone could help I would be in your debit for a little bit, (though to write "in your debit forever" but that won't work).