More than once you have probably tried to capture a video frame but haven´t been able to. It isn´t as easy as it looks. So you need a tool like MovieSnapshot, which is free and lets you get video captures easily and quickly, and save them to a CD or a file on your hard drive.
You just have to drag and drop a video from Windows explorer directly to the program so the video will open, and once open you can choose the moment to make the capture, select the image and save it as a JPG.
MovieSnapshot supports a wide range of video formats and audio codecs.