WMP - hit ctrl I to capture image or if it won't work
WMP -> Tools -> Options -> Performance -> Hardware Acceleration (set to anything othern than "full") -> Hit "Print Screen" then paste it on paint brush or any program that allow you to paste an image.
BSPlayer -> Hit "P" (It'll usually go to the 'BSplayer' folder)
VLC -> Video -> Snapshot (It'll usually go to the 'My Pictures' in your 'My Documents' folder)