VirtualDub

I recently, after learning about it in another tutorial, downloaded an image capping program called VirtualDub. I was trying to make some caps from videos found here on the show 24 and the actress Elisha Cuthbert.

My problem is that I've downloaded the videos, downloaded the program, and now I can't get the image files into VirtualDub. I have no idea what I'm doing either- I tried looking around VirtualDub's website, but it only confused me with all the technical jargon, and I can't seem to find any actual directions. Can anyone help me out?

Also, the videos are in .mov and .wmv format