Mine won't work either by pressing simultaneously the power and home buttons or the palm swipe. Interestingly if I press the power button first (keep holding it) and then the home button it changes the screen to a windowed view. If I press the home button first (and keep holding it) and then the power button and keep holding both then the screen capture never works and phone will eventually power down.
I made sure all my settings are correct and both buttons work correctly with everything else. It's an annoyance not having the screen capture work!