In order to capture the screen of a scene when playing a video (I assume
here you are playing a DVD), you need to play this DVD with software capable
of screen capture as you play the video. Window media player does not have
this capability and pressing the print screen button will never work for
this.
Here is software capable of doing what you want.
http://www.gocyberlink.com/english/products/product_main.jsp?ProdId=28
When using it, you simply click on the button "capture" when you want, and a
file of the scene is made in a folder (you can configure it to a folder you
make or use the default folder) each time you click the capture button. The
image files made are of surprisingly good quality (when you view on your
monitor) and you can get a decent, not great, print at 6 x 4 from these
saved files.
You can try the demo at the above site, although I don't know if the demo
version includes the "capture" capability.