Need help making wallpaper from screencaps

I'm trying to make a wallpaper from the most recent Naruto opening, with Jiraiya staring at Kurenai. EVerytime I tried it, I would pause the player then click PrintScreen, and then paste. I open the paint program and then paste. When I do that and save, I get a black screen. Is there a better method of taking screencaps?

if you are using windows media player, hit ctrl+i to save em.....this is really the easiest way
another option is to go to your settings in the player and set the video acceleration off, then you can printscreen