i recently had to create jpg thumbs of the first frame from a bunch of videos. doing this manually is not really an option if you have 100 files or more, so commandline to the rescue. i had an ubuntu box, on which i installed ffmpeg:
sudo apt-get install ffmpeg
then cd into the directory containing your video files and run this oneliner:
ls | xargs -i ffmpeg -i {} -vcodec mjpeg -vframes 1 -an -f rawvideo -s 114x64 {}.jpg
in the same directory, i now have a jpg screendump of each video file.
ffmpeg can decode a bunch of formats, should you need support for some other weird format you may need to compile your own version of ffmpeg. good luck!