For this tutorial, you may need to have either one of the MPC player. I'm using MPC - Home Cineme. You can also use MPCStar. *MPC = Media Player Classic
For those out there who still don't know how to create thumbnails (or you may also called it screenshots), this is how you do it:
Step 1:
Using the MPC player, open the video that you want to create the thumbnails from.
Go to File > Open File (or just simply press the key Ctrl + O).
You can also play the video by right-click on the video file and select Open with > Media Player Classic.