There is nothing more easy! Open the movie with Media Player Classic and choose Save Image... from File menu.
If you encounter problems - you may get the following error messages: GetCurrentImage failed, hr = 8000ffff or GetCurrentImage failed, hr = 80004005 - be sure to select the right renderer.
Click on Options... under View drop-down menu and check out the Output settings.
Never select the Overlay Mixer if you want to be able to capture pictures from movies.
Another important thing: check the version of your DirectX - click Start, select Run... (WinKey+R) and type 'dxdiag' without quotes; you need at least DirectX 9.0b.