Question about screencapping in Window's Media Player

A friend of mine told me that in WMP you can screencap just by clicking ctrl+i, but for some reason nothing happens for me. In hers, some little thing shows up and asks where she wants to save it, but mine doesn't do anything. I read the memories on this, but no one seemed to have this problem. I also have InterActual Player and InterVideo WinDVD...if anyone has any suggestions, they'd be greatly appreciated.

Ash