Hey! I'm new... and need help.

Hey everyone! I'm new here but I've made icons before. Yeah. So just today I wanted to try to make a mini-movie icon. I have Photoshop 7 and Image Ready 7.0. I opened the .mpg and I selected the frames I wanted (holding down shift) but whenI click OK, there is only 1 frame and it's the beginning frame of the whole movie! Help please! =D