Back at the GT forums, user Rikitatsu just found out it is possible to capture the screen in both Metal Gear Solid 4 and Metal Gear Online. Here are the instructions::
*Plug a Keyboard in your PS3 + Press "Print Screen" or "prnt scrn" on your Keyboard, and it will save it in the harddisk
OR
*Plug another Sixaxis and Press R1 to capture a screen