If you're wondering what's with the holiday theme, I made this tutorial around December 2004. The episode I am using for this tutorial is "Chapter and Verse." This tutorial assumes you already know how to import video files into Windows Movie Maker (File -- Import Into Collections).
All pictures are shown at 75% unless noted.
This is a screenshot of what Windows Movie Maker looks like.
See that arrow pointing to the camera button? (Shown at 100%)
You want to click on it. This will take you to the Save As screen.
You can put in whatever name you'd like your screenshot to have. (For this tutorial, I saved it using the default name.) Save the picture anywhere you want. (Advice: It would be preferable to save your picture to "Desktop," for easy access.)
Go to "Desktop," or whichever folder you chose to save the picture in. It should be there. (For the sake of this tutorial, I picked "Desktop" for easy accessability.) The circle is just to show that I have successfully saved the file to my desktop.
End of tutorial. Hit the back button to go back to the previous page.
(Credit to Cracell for pointing out this program to me.)