The print screen button doesn't work with a lot 
of movie/dvd players, all you get is sort of a 
clear window.  I've found that you need a 
capturing program designed for taking a shot of 
that kind of screen.

I use PowerDVD to play my dvds and it has an 
easy screencapture feature.  It takes it in the 
wrong ratio though (too wide), and I haven't 
figured out how to fix that yet, so I just 
adjust that in Paint Shop Pro.