With windows media player you have to slow down the video acceleration. Otherwise you'll get a black screen when you paste the cap (ctrl + v) into an imaging program.

Open media player, go to options, and find some advanced thing. Just find where you slow down the acceleration and turned it way down. Then when you cap using printscreen, it should give you an actual cap.

Of course I haven't ever used WMP to cap things, this is just what I've heard from other people.