To get a still frame from an Event, right-click on the frame and select "Add Still Frame to Project". The still will be added to the end of the current project. Right click on the still frame in the project and select "Reveal in Finder". You will see a jpeg file that is highlighted. Drag this jpeg file in the finder to the iPhoto icon on your dock.
If you want a still from a project, rather than an event, the process is similar, except you right-click on the frame and select "Add Freeze Frame", and it adds the freeze frame at the end of the clip rather than at the end of the project. Right-click/reveal in Finder, drag JPEG to iPhoto icon in dock.
If you are not using iPhoto, and just want to save to your desktop, click Reveal in Finder as above, then COPY, then PASTE to desktop.