It's a simple ........... 2 Step process

Step 1 : Take a ScreenShot : Easiest way to do this is to Play the Video on WMP and press "Ctrl + I" at the instant u want to take the screenshot. This works 99% of the time.

Step 2 : Posting it : You can either Attach it by scrolling down to the Attachment Manager.

OR

If you want the ScreenShots to appear in the message, you can Upload your ScreenShots on any one of the thousands of sites out there and then paste the ScreenShots URL in the popup that comes up when you click Picture tool while writing your message.
I use http://allyoucanupload.webshots.com/ for uploading pics.

Let me know if anything is doubtful.

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Cheers ! ! ! !