Stupid Question

I don't know if I can post this here, but I don't know where else..lol

I'm trying to take screencaps of a dvd using printscreen while the movie is in fullscreen mode. Someone told me WMP doesn't work, so I use PowerDVD but i'm getting the same result.

I can see it when I paste it into CS2, but when I reopen it is shows a blank black canvas. Originally when I paste it, and I try to move the image, it moves around the screencaps as if it is stuck in that position.

What can I do? Is there way to adjust the printscreen settings, or an easier way to get screencaps?

EDIT: Thanks everyone, I got it to work! :D