For RealPlayer, you will need to turn off the optimized display. You can do this by running RealPlayer, clicking on View -> Preferences, going to the Performance tab, unchecking the box labeled "Use optimized video display", hitting OK, and restarting RealPlayer. Now you may make take a screenshot by pressing the [ALT + PRNTSCRN] combination. You can paste this screenshot into any graphics editing program (e.g. MS Paintbrush) and save the file. When you are done taking screenshots, you should re-enable the optimized video display because this makes videos play smoother and look better.
For Windows Media Player, you have to disable Hardware Acceleration. You can do this in Windows Media Player 6.4 and later by clicking on View -> Options and moving the Hardware Acceleration slider to None. You can do this in Windows Media Player 7 by clicking on Tools -> Options, going to the Performance tab, moving the Hardware Acceleration slider to None, and restarting Windows Media Player. Now you may make take a screenshot by pressing the [ALT + PRNTSCRN] combination. You can paste this screenshot into any graphics editing program (e.g. MS Paintbrush) and save the file. When you are done taking screenshots, you should move the Hardware Acceleration slider back to Full because this makes videos play smoother and look better.