oh yeah i also use BSPlayer
it's a pretty good application IMO
it plays subtitiles automatically if you have it in the folder of your video file
and screen capture with BSplayer is a snap.. really easy.
i made most of my gif animation using captures from movies, MVs, trailers.. etc etc

it's easy, download the player from here.
and then you can straight away install and play it.

then if you want to capture screen, just press P once or repeatly.
then browse into the BSplayer folder and the files you have captured already in there.
no need to print screen and paste it somewhere else.

i would do a tutorial with pictures if anyone's interested.