If its taking a screen shot, then you are doing it wrong.
On an iPad 2 the way too get into DFU mode is to hold down both the power and home buttons pressed down.
This is done to restart the iPad.
Once the iPad restarts, you can release the home button, and keep holding the power button, while connecting the iPad to a computer with iTunes or a Mac with iTunes or the Finder. It should then enter DFU mode, and iTunes will tell you there is an iPad in Recovery mode connected.
If you are taking a screen shot, then you are releasing the buttons before it restarts. If you get the slide to power off, ignore it and, keep holding the buttons. Don't release them until the screen goes black and the Apple logo appears.