dumb video "screenshot" question (from gopro hero3 mp4 file)

I am embarrased to admit this and I'm not sure I chose the correct thread for this, but I filmed some Gopro hero3 mp4 video which I played back in both WMP and MPC fine. I just wanted to take a screen shot of a paused video frame and for some reason when I "print screen" and then paste in paint, or photoshop (version 7), all I get is the video player border and no image. I've never seen this before, but the frozen video frame comes up blank every time. Does anyone know why this is happening? How can I pull a photo from a frozen video frame?
Thanks,