Well did you install any new codecs?
Windows has No problem capturing screens from regular display. when the card kicks in directX, it uses the hardware acceleration on your video card.
When the card is using it's hardware to make "3d images" in hightech video games/movies, the images are written right into your video card's hardware ram, not system ram. print screen can't just suck it from system ram, it has to grab it from the video ram.
You hit print screen, windows goes to grab the image, and it grabs whatever is in system ram. The movie you are watching isn't there, it's in the 3dcards buffer.
You will notice you also get blank screens, or shots of the desktop if you try to take SS's in 3d video games.
It looks to me like you have hardware acceleration turned on for your movies. Windows built in print screen can't get anything that's harware acclerated without a third party program.
Solutions
#1 turn off hardware acceleration(direct 3d accelration), and take the shot.
#2 use a 3rd party program.
Hypersnap DX used to be a crippled version until you registered it. i haven't used it since I was beta testing games.. Ill take a look around for it.
*edit* took a look at hypersnapDX.. looks like it just stampes you images with a logo from them , no spyware installed
Linky.....
http://hyperionics.com/