To capture a video image as a JPEG from an MPEG file, using Windows Media Player may not work due to its use of DirectX, which prevents standard screen capture tools from functioning properly. Recommended solutions include using Windows Movie Maker, which allows for snapshots of videos, or Media Player Classic, which can also save frames. VLC is another option for extracting single frames from videos. For more advanced needs, VirtualDub can import MPEG files and copy frames to the clipboard. SnagIt is suggested for general screen captures, including video layers. Adjusting video card hardware acceleration settings may also enable Paint Shop Pro to capture the video image. The discussion also touches on a specific video from Bob Lazar's website, which is critiqued as potentially fraudulent based on its visual inconsistencies. Additional tools mentioned for capturing video images include Screen VidShot and Avidemux, both of which offer functionality for saving images as JPEGs.