I ran movie in media player and I pressed Print screen key and pasted screenshot in MS-Paint then I was shocked that movie was playing in MS-Paint. I want to know that how can possible this???
EDIT: Opps, misread the question.
Windows Media player draws images on the screen in a special way. This stops you from taking screenshots, but has the side effect of being able to see video in MSPaint
I believe this has to do with hardware acceleration. If you have a movie player that has hardware acceleration enabled and you have another type of graphic app in the same region this can happen. I haven't noticed it in quite a while. If this is a problem for you, you can go in the windows media player options and turn off hardware acceleration.
Look in options -> performance. Either as hardware acceleration or "turn on direct X video acceleration". Unless you're playing HD content and had hardware that contributed a lot, you might not notice much of a performance difference and if I remember right it should take care of the problem.
Also, as Lord.Quackstar stated, you can't take screenshots of the video. But if you turn off hardware acceleration you can.