"Export a Still Image" Doesn't Create an Image in CS4

Hello Everyone,

I am trying to export a single frame as a still image in CS 4.0.0 (314).  I have followed the instructions contained in the Adobe Premiere Pro CS4 under "Export a still image" and it contains the following steps:

1. Select a clip in the Project panel or a Timeline.
2. Choose File > Export > Media.
3. In the Export Settings dialog box, select a still-image format from the Format menu. See Export Settings Format options.
4. If tabs are not visible below the Summary pane, click the Advanced Mode button .
5. On the Video tab, deselect the Export As Sequence option (if it is selected).
6. (Optional) To deinterlace the frame, select Progressive from the Field Type menu.
7. (Optional) To correct the pixel aspect ratio for display on computer screens, select Square Pixels from the Aspect menu.
8. Click the Output Name hot text.
9. Browse to the location where you want to save the still-image file, type a filename for it, and click Save.
10. In the Export Settings viewing area, drag the playhead to the frame you want to export as a still image.
11. Click OK.

When I click OK (step 11) no image is created.  Instead,  Premiere Pro starts Media Encoder, which has an empty queue and the instructions "To start encoding drag video files into the queue or click add."  I have no idea what to do next.  There is no image or file with a similar name to the still image I am trying to create.  I hope someone can let me know what I'm doing wrong or an alternative method to create a still image.

Thanks in advance,

William