I use print screen to capture the whole screen, then I crop out what I don't want in Photoshop. The problem is, you have to capture before your video card kicks into "overlay" mode (you can tell, it's when the grainyness dissappears but it becomes more blurry) or when you look at your capture, it will display just a black box in the window for mediaplayer. To do this, pause the video where you want, minimize the player, restore size, hit print-screen FAST. Now, the capture is in your cut and paste, so open an imaging app, create a new file (photoshop will automatically scale the new picture to the size of your screen) and press ctrl-v to paste it in.
Good luck.