WMV to BMP or JPG

Can anyone help? I'm using WinXP SP2. I've got a .WMV file which plays happily on windows media player and I want to capture some "still" shots as BMP or JPG files from the video to display in a powerpoint presentation. Does anyone know how to do this. I have tried a screen dump using the "printScrn" key then pasted this into MSpaint and saving as a BMP file. This looks good initially, but I call up the BMP files at a later date, the video image from media player is blank