It can be done. Display the player's configuration and disable hardware acceleration. Try it then. The playback may get choppy, so after capturing with PrintScreen+Mspaint, re-enable the acceleration.
If it still shows a black region, disable the acceleration of your VGA. Go into the advanced properties of where you set your display resolution and on the Problem solving tab (not sure of the exact English phrase), drag the slider leftmost. Click OK on every window and reboot. Now try to capture it, it should work 99 percent. Don't forget to restore your original setting after the capturing!