Please excuse my directness ... But, it is difficult to believe that you don't remember having been fingerprinted by an official in the US, or at a US Consulate.
It is a 'memorable' experience.
Say no and they'll print you again.
PROFESSOR OF IMMIGRATION LAW for over 10 years -- This blog posting is offered for informational purposes only. It does not constitute an attorney-client relationship. Also, keep in mind that this is an INTERNET BLOG. You should not rely on anything you read here to make decisions which impact on your life. Meet with an attorney, via Skype, or in person, to obtain competent personal and professional guidance.
You are required to answer all questions truthfully. If you were fingerprinted in the US then you must disclose that information. Failure to incorrectly provide information on visa application may lead to ban from entering the US. Did you ever got fingerprinted at the US consulate or in the US? If yes, then your response must be yes, if not then no.