If you're on Windows,
VirtualDub (a freeware video app) will usually open animated gifs and you can step through them like a regular video. Once you do that, there's a "copy source frame" or something which can grab what you're looking at.
Not sure on the printscreen function there. It's kind of unpredictable on moving targets (may grab a different frame or may give you a black square).
Hope that helps.
Crunch