fairly easy. Open the movie in something like Quicktime*. Find the frame you want, then hit apple+c to copy it to the clipboard.
Next, open Preview, and click File>New From Clipboard. Your image should appear then. You can then save it however you like.
*If it's an .avi movie, Quicktime won't play it unless you use a plugin. I believe Perian should do the trick. If you google that you'll find what you need.
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