This is how Wargaming identified the supertest leakers (amongst other ways that is). Each screenshot, made by the WoT engine (by pressing Printscreen) will have these tags (they are revealed by fiddling with HUE):
These tags reveal, who made the screenie. This is a gif, linking to how the screen looks when filtered thru proper photoshop techniques:
This is also how one of the 0.8.5 supertest leakers has been identified (see above picture). But there is a way around it. Apart from the obvious taking pictures of your screen with a camera (a method used for early leaks if you remember), you can also use 3rd party program such as FRAPS - in such a case, no watermark tags appear on the screenshots.