Question...

I've checked the memories for this question but can't seem to find anything (I apologise if I've missed something).

Basically, I've used YouTube Downloader to download a video - great, fantastic - but I want to screencap it in order to make an animated icon. I usually use VirtualDub but as this isn't an .avi or .mpeg file (in fact I have no idea what type of file it is, it just says File in properties) I can't use it. My question to you is -  is there anyway of me converting this in order to screencap it, or another programme I can use instead? Or indeed another way to record video from youtube that can be screencapped by VirtualDub. 

Any help will be ridiculously appreciated!