I want to capture a paused video screen shot and use it as my desktop.

I downloaded 2 free screen capture utilities as well as using the print screen button to capture the screen image to the clipboard then pasting to paint. when I use the utilties to save the screen shot as a jpeg, bmp or png... the file is completely black (no picture) It seems as if you should be able to capture a screen shot from an avi,divx,mpg etc... so how do you do this?