Using
Media Player ClassicThis tutorial and images are all thanks to You are not allowed to view links.
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1. First find free software (open source) called Media Player Classic.
2. Run a virus scan when you download it to make sure it is safe before you install/open it (Standard precaution for any download).

3. Run the program and open the video: Click on File -> Quick Open File.

4. Select video you want to make caps for.

5. Select: File -> Save Thumbnails and the Save As box comes up.

6. Note the thumbnail settings on the bottom. This determines the size of the thumbnail page and how many thumbnails will be generated.

The above setting shows there will be 4 columns and 4 rows of thumbnails totaling (4×4=) 16 thumbnails. And the thumbnail page width will be 1024 pixels.
7. Change the setting as desired:
For example if you want to have 6 rows and 5 columns of thumbnails totaling (6×5=) 30 thumbnails with thumbnail page to be of width 600 pixels you will change the options shown in red boxes.

The image should be saved as JPEG (.jpg) to reduce the file size

8. Press Save and you have your caps.

I have tested Media Player Classic on Vista and it works like a charm.
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Make sure you find and install the version according to your system specs.