The reason you cannot copy DVD frames directly in most players is because they use a hardware overlay through your video card to display the video, and Windows cannot capture that in a normal printscreen.

There are likely a number of programs that will capture DVD frames. I would personally decrypt the DVD using DVD Decrypter (if you can find it online anywhere) and then open the video in something like DVD2AVI or virtual dub and save frames out of it.

http://www.doom9.org may have some (or all) of the tools I mentioned.