Many thanks to Ronni for all that explanation. However, the actual instance
where I had the failure of Command-Shift-4 to capture a screen shot appears
to have some other origin than being 'protected'.

The video I was accessing was that referenced by

http://www.alexanderslostworld.com/episode-guide/episode-5-the-land-of-the-golden-fleece/

and was recorded via EyeTV.

It seems that when viewed with DVD Player, Command-Shift-4 on a paused
frame of ANY video does not work, it only gives a checkerboard image.

However when the video is viewed with VLC, as suggested by Peter
Hinchcliffe, then a paused frame can be captured with Command-Shift-4 as
expected.  Thanks again to all helping here!

David Noel
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