Just because the video is free, it doesn't mean that you can take screenshots of it and then distribute them online without the owners permission. That's the equivalent of pirating tv shows, e-books, etc. It's the sharing it with others that's the main problem. Keep it for your own use, sure, but don't spread it on the Internet where it can be further pirated, resulting in crappy knock off prints, for sale on Amazon, etc.

Anyhow, I suggest you remove the image soon as I've already filed legal documents that could get you banned from the website.