Is there a program I can us

for takeing a certine epsiode from a show into screemcaps, I only know how to us windows mmovie maker, to take caps from it, and this has Realplayer, formate, how can you change Realplayer file, into windows media file so I can use windows movie maker, to take screencaps from it? and if you know any another program, that I can take screencaps from it, then let know please.