I don't know if it's possible to do what you're asking in MC. The previous two posters are talking about using an image from the file as a thumbnail, not printing the image.
The first thing I'd try is just pressing "printscreen" on your keyboard. This will take a screen capture of the entire desktop and save it as an image to the clipboard. Open an image editing program like PhotoShop, Paint Shop Pro, or even good old Windows Paint, and click "paste". Probably, however, this won't work, because DVD playback programs play the video in what's called "overlay mode". In overlay mode, the video is inserted directly into the screen's video stream after the video memory, thereby speeding up playback (since there's no need to write to video memory). PrintScreen probably takes its screen capture from video memory, therefore it won't see the DVD's video. If you use the printscreen key and the place where the DVD video should be is all magenta colored, then this is what has gone wrong.
Some DVD players have a screen capture function. PowerDVD has a button that you can click to take a capture of the video. This might be the easiest way of taking the capture.
I also use a program called Capture Pro to do screen captures. Normally, this program doesn't capture overlay video (just like printscreen), but if I do a capture in "DirectX Surface" mode, it seems to capture the DVD video just fine.
Hope this helps...