Most of the time that doesn't work for me, it just takes a normal screenshot..
DOF is broken for server hosts iirc. You have to either be playing singleplayer, or playing on someone else's server for DOF screenshots to work.
Really silly bug, and it's been around for ages :(
Edit:
Never mind, it's intentional:
it's actually not a bug; i remember badspot saying somewhere that it's so then the server doesn't freeze for a while while the DOF screenshot is being taken