Help! Please!

I'm very excited cause I finally worked out how to make a mini movie icon, yay!  But my only problem is I use VLC and I cant take caps one after the other to make a good movie. I heard Windows Media Classic is a good one to use, but where can i find it? I've got to make sure I dont uninstall my new version, cause i really need it too. Any help would be much appreciated, thanks. =D