Sure. Two in fact.

Idea #1] Download Manual: VV4 WOW!! I'm impressed. Have you had it this long? Amazing. In which case, you haven't found the need to do this "still" capturing previously? Perhaps you have mislaid your manual? In which case, and I always advise people to do this, is to download the Manual for the App they are using. In this you will find a mass of useful info, far more than we could supply here, AND you wont have to wait-on a reply:

Sony Creative Software - Downloads - Vegas 4.0 Manual

Idea #2] How to!:
(I'm doing this from memory and Vegas usage since VV3 - I can't think it will be THAT different?)

i) Place Timeline cursor at point where you want to capture still

ii) Set Preview to FULL and BEST

iii) On the PREVIEW Toolbar click on the "Floppy Disc" icon. You now get 2 options of WHERE to save the still and in WHAT format ( JPG or PNG)

So, get the manual, and if you have further queries come back here.

Grazie