if you can help.. PLEASE do [ mini movie icons ]

hello, i've been trying like heck to figure out how to make mini movie icons, and i'm getting no where. i browsed the memories and i downloaded "windows media player" . but the quality is so bad i wouldn't be able to make caps out of it. i'm using psp7 and animation shop. if someone could please let me in on some programs that will help me cap, or ANYTHING else i need to know. please! thank you so much.