Okay... what happened is that the movie was played in an overlay. This is where the graphics card draws the movie on top of whatever windows sends to it, like how old TV decoders with passthrough connections work. So WMP paints the movie area with some colour, and then tells the graphics card to paint the movie over that colour. The movie is then sent seperately to the card.

When you take a screenshot with Windows, Windows can't 'see' the overlay. So you got the dark purple or whatever instead. You could still see the movie because the graphics card had just been told to overlay that colour. When you selected a bit to move it, you were only selecting what paint knew about it. Paint never at any time had any of the movie in that picture.

The reason a white hole was left behind is probably because white was the background colour at the time. That is perfectly normal behaviour for paint.

The answer is that to take a screenshot of something using overlays, you have to either use a special program that can read the overlay layer back from the graphics card, or you have to disable overlays (usually by disabling video acceleration).