There are several things you can try.
Maybe you need to set the active screen password in the Test settings web tab. This could possibly be your domain logon. Or, in Tools>options>active screen goto custom and alter the settings their to suit your needs. Maybe you have disable image capture check box checked. Also here, in the advanced dialogue, set to load images.
thanks for help , I alter the settings like your advise, but active screen still have no snapshot . I opened the exists QTP files which have snapshots ,but in active screen have no snapshot . what's the meaning "set the active screen password in the test settings web tab ",
When I record ,the active screen is close, and active screen don't capture snapshots, in the scripts,I change the active screen from Tools->change active screen ,but active screen have no snapshots still.