Taking Pics of vids for personal use

[KRKR]

I'm trying to take pictures of different characters off of my fav. anime shows. Dispite all the pics that the host has, there are some that I still need.

My question is how do I go about to do this?
I usally use "Print Scrn" then past it in Paint or some program like that, but when I do it to vids the img screws up and if I close the actual player the img vanishes!

I'm out of ideas, but if the host of this website (along with many others) can do it then it must be possable; still, how?

Thanks to all who read and answer.