Well, you could... ehm... Warcraft 3 is automatically a tga file when screen shotting, that is correct. But it doesn't mean you have to use just that one. Basically when you 'print screen' the image is saved by jpg format, no matter the game or of what you screen shot. Now, this .jpg-file is saved in a temporary folder on the harddrive. But you don't need that one either. For instance, when you have made the print screen open up Paint and use the paste function. And voilà! Save the image to jpg or png or whatever you want.
Edit: Though, if you have Photoshop or Gimp (which is free I think, and can be found at the tools section here), simply open the tga and resave it.
