The only thing wrong with capturing from the screen is that there's a good chance that the pictures have been optimised to create the slideshow, so in capturing from the screen, the resolution wont be good enough for a decent print. What Kat really needs, for a decent print, is the original from the camera.
Try paint.net to extract the photos from the DVD. Once the DVD auto runs then exit. Files will then be available in 'my computer' if xp. Link to Paint.Net; click here . Comes with all the 'help' features you need.