Let me tell you how I do mine.
1) Tape the show you want to make screencaps from. It will be necessary to use a digital camcorder; you will get better quality screencaps if you record the show directly from the TV to the camcorder, and save you an extra step (getting the video from the VCR to the camcorder). However, it might be necessary to tape the show using a VCR if, for example, you're not at home.
2) If you tape directly to your camcorder, skip this step. The key now is to get the video from analog to digital so you can transfer the data to your computer. Hook the VCR's video and audio outputs to your camcorder and tape the segment of the show you want to screencap (or the whole thing if you want to make computer videos as well).
3) Now, to get the video from your camcorder to your computer. This requires a few materials: a Firewire/IEEE1394 port on your computer and your camcorder, and the appropriate cable. Open your video program on you computer and follow its instructions on how to upload the vid to your computer (I use a Mac/iMovie and it's easy)
4) Now that the video's on your computer, if the program will allow you to, you can use the player to select the frame you want and click "Save As" and it will same the frame as a JPEG image. But for better quality screencaps, I use iMovie to export the video to QuickTime, and then make the screencaps from QuickTime. I'll post an example of a screencap I made in a little bit.
Sorry if I confused you- the computer guy in me just took over!
