In Windows Media Player Classic, you could open up DVDs and just about every type of video format in it. When you pause it press F5 and it'll save the cap in the My Pictures folder as a BMP file.
Then use Paint or download the free program IrfanView to convert it to a gif or jpeg.
You could also open up the VOBs from the DVD in a free program called DGIndex, and it has a snapshot feature in it under the file menu. It'll save them as BMPs. There's also a lot of other free methods some already mentioned.
Anyway hope that helps. ^_^