Theres a couple of ways to do this... usually I just try them all until one works!

The first is to watch the video on the computer, say in real player, quicktime, or windows media player, then when it comes to the frame you want, pause the playback, then press and release the 'print screen' button on your keyboard. This button should be somewhere above the arrow keys, near the 'scroll lock' 'pause' 'insert' (etc) buttons.

This copies a picture of your whole screen to the clipboard. So then you can open some kind of graphics program (ms paint, paint shop pro, photoshop, or even word) and press 'paste' (or ctrl+V) then, your screen should appear, with the frame you want in view. Then simply save the image, maybe after cropping it down.

Another way is to use windows media player classic, which im pretty sure you can download here:
www.free-codecs.com/download/media_player_classic.htm

Once you have this, open your video in it and there is an option to 'save current frame' or 'save as' or something like that, then you should be able to just choose the frame and save it as a file.

And finally, you should also have a program called windows movie maker (somehwere in your start menu). It is pretty simple to use, but would take a while to explain. Basically you can import your video, then play it and 'save frame' - check the tutorial/help files for details!

Depending on your computer, your programs, your video file and basically pure luck - one of these methods should work for you! There's always one that works for me

Good Luck mate!