You'll find a number of answers... Best to slow it down and pause it where you want, then go full-screen. Then either use a screen capture software like FRAPs or just hit "prntscrn"...
Then if you hit FRAPs go find the file. Done
Or if you hit prntscrn, open up photoshop or MS paint or whatever and "paste" what you have onto a new image. prntscrn basically copies the entire screen into the memory buffer, and you then paste that into something and "save as..." to make it a file.