I think Ctrl+I would work maybe . .
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This works only if the video you are watching is using a Microsoft supported movie file.
Try this as well if above doe snot work:
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4. Don't use Overlay
1. Open your Window Media Player and click Options on the Tools menu.
2. On the Performance tab, click on the Advanced... button.
3. Uncheck Use overlays from DVD video, click OK and restart the player.
Now you can capture images from any movies played in Windows Media Player using Print Screen (PrintScrn) key (or ALT + PrintScrn key). Once copied, the image can be pasted into Microsoft Paint (Start > All Programs > Accessories > Paint) or other image editor. If you have problems taking screenshots from a playing movie try to pause it first, then "print" the image.