Do you have Windows Movie Maker? If you have XP, you will.
Open Movie Maker and import your clip into it - you'll find that under Tools and Import and then Video. Once it's imported, play the bit you want - double-click on the clip. When it's playing and it gets to the bit you want, click on the little button that looks like a camera.
In case you can't see it: in the little viewscreen on the right, there are various buttons on the left: play, pause, stop etc; and two on the right. One is for cutting the clip (when you're editing to make a movie) and the other takes a screencap. When you click on that you'll get a dialogue box asking you where you want to save the clip to and what you want to name the file.
If any of this doesn't make sense, please ask and I'll try to be more clear!
Wendy