Anello,
Since you have Windows XP you should either have Windows Movie Maker 2 or you should be able to download it from Microsoft. Capture a clip of your movie or video file into Movie Maker. It is possible that you can do frame grabs from within Windows Movie Maker. Refer to your Movie Maker documentation for how to do a frame grab. Once you have grabbed and saved a frame or frames you should be able to open them in Photoshop for editing.
If Windows Movie Maker can’t do frame grabs for you, we can recommend some inexpensive alternative video software. You can’t use Photoshop to do the frame grabs. I don’t have Windows XP, so I can’t confirm that you can do frame grabs in XP Movie Maker, but I think you should be able to. Learn to "scrub" your footage and advance a frame at a time until you find "ideal" images to save as frame grabs.
I do a lot of video frame grabs for processing in Photoshop, but I use Sony Vegas 4 as my video editor. Sony’s ScreenBlast is sort of a "little brother" to Vegas 4, and ScreenBlast isn’t very expensive. But check out Microsoft’s XP Movie Maker first.
— Burton —