I use adobe premiere
File/Export/Frame
It will save it as .bmp but you can
turn it into a nice small gif with
adobe ImageReady.
Premiere is also a nice prog to use
for making gif animations out of a movie
by doing a frame export about every 2 or 3
frames. Then compile them in ImageReady or
GifAnimator -
http://www.rtlsoft.com/animagic/
There's probably an easier way but this has worked well for me.