The two best applications for taking screenshots are
BSPlayer and
VirtualDub.
BSPlayer is great for taking multiple shots at a time because it will automatically name and increment your screenshots as you like them. Every time you press 'p' it takes a shot. My capture name file format is
%F +%T,%A0. I find it much superior to the default since it records the video name and the time in the video that the screenshot was taken.
On the other hand
VirtualDub has the advantage that you can go frame-by-frame until you find the perfect screenshot. If it is only there for a frame or two this is the best way. It's a little bit more complicated to use, but cest la vie.