Capturing from photoshop is something different. Photoshop uses its own application to copy current "screen" into memory and it can also only be pasted in Photoshop. If you'll use the "Print Screen" key from keyboard while you're running a movie from WMP or anything else it'll only paste a black part in any software. This happens because the part of RAM which contains the current "pixel info" of screen does not contain the information of the "video" part of any multimedia software as it has to be updated with very short intervals of "clock ticks". So if you want to copy an image from a movie you'll have to use the service from any software if it is given in it. Some examples are: Cyberlink PowerDVD, Corel DRAW, Adobe Photoshop.
Now please if somebody can attach the requested pics... 🙂