You can use VLC or scrot for this task.

Using VLC

This method allows you to make a screenshot using VLC, which is a very common program. To install VLC, use sudo apt-get install vlc

1. Start up VLC and open your video


2. Make the video fullscreen ( double click the video or press F11 )


3. Go to the time or frame where you would like your screenshot and press pause (this isn't really necessary since VLC can take snapshots on the fly, but this will help you get an exact frame)


4. Right click anywhere on the video, and go to Video -> Take Snapshot
   


5. Your video will be saved in the default snapshot directory ~/Pictures/ as xxxx-xx-xx-xxhxxmxxs.png (the directory to save screenshots can be changed by going to Tools -> Preferences -> Video -> Video Snapshots and changing the directory setting.

Using Scrot

This method isn't as elegant as the one above, but it will work with most video players.
Scrot isn't installed by default, so you may have to use sudo apt-get install scrot.

1. Pause your video player.


2. Open terminal


3. Issue the command sleep 10 && scrot /path/to/new/image (obviously change /path/to/new/image)


4. Quickly change to your video in fullscreen


5. Wait

Using Scrot + Keyboard Shortcut

Now, this method can be quite annoying to use, so let's bind it to a shortcut.

1. Open System Settings (This can be found in the dash.


2. In the Hardware section, go to Keyboard -> Shortcuts -> Shortcuts


3. Now click the plus "+" button, and give your new command a name (e.g. "Screenshot"), and for the command type in scrot -e 'mv $f /your/pictures' (As always, change the directory to your liking)


4. Now click on where it says "Disabled" next to your command, and the text should change to "New accelerator...", enter your new keystroke in.
   


5. (Optional) If you want to remove the existing keystrokes for PrintScreen, you can click on the left side where it says "Screenshots" and remove each key-binding manually.

You can look scrot's documentation for more powerful features. man scrot