Every video editing program I have used (ULead VideoWave, Pinnacle Studio and Adobe Premiere Elements) has that option, usually represented by a camera icon. If you do not already have a video editing program, but are running Windows XP, Windows Movie Maker also has this option. After you import the movie file into Movie Maker and get the slider to the frame you want, there is a camera icon/button on the far right of the storyboard window. It will save the frame as a jpeg.