In case any other first-time MSIDVD/WinDVD users like myself are about to search Google for 10 minutes looking for an answer: you can take a screenshot of the current frame by pressing 'P' or by clicking the little camera icon on the expanded toolbar. Screenshots are stored as .bmps in a 'WinDVD Capture' folder in your 'My Pictures' folder.

Or, to put it another way: Woohoo! An infinite supply of Ghost in the Shell desktop wallpapers!

These are quite possibly my two favourite frames of the entire film: