When I do this I use Camtasia to record the video on my screen (unless you can download it).
Then with the same program I just select which frame I want and take a printscreen and import the screenshot into Photoshop.
And then in Photoshop (Cs5) I crop etc. and make the gif.
It's a bit of work doing like this but I know no other way, and it works so why change it?


Couldn't find the right link, this video has lower quality