OK.. to put a vid on your avatar, you will need to convert the video into an animated GIF using a GIF animation software.. you might be able to download a free or trail version from
www.download.com ..most of the time you have to use an .avi file as the source.. so if you download a wma wmv file, you will have to convert them before you do anything else. You can also download a video converter from download.com
If you just need to freeze pic.. try pressing the "print screen" then go into your paint program, and click "paste" ..then crop the picture.. (and there's programs out there that lets you bypass those type of features too.. I'm sure download.com have some.