I can count on one hand how many times I have had to do this over the past few years, but each time it takes considerable effort to "reacall" how to replicate. Apparently, by default, Windows Media Player enables what's called, Video Overlay, to improve the output of the video it renders. Unfortunately, this streams the bits directly to the video card, which makes it difficult to obtain any sort of screen shot using the usual ALT + PRTSCN sequence.
Thankfully, you can disable this setting (temporarily I recommend) to buffer the stream through the OS. Simply modify the setting in Windows Media Player as shown here.
