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Export a still image is a good place to start in the help file.
One little tip, with this process in CS4.1: In earlier versions, one had the option of also Importing that still into a Project. That function has been lost now. If you DO want your still into your Project, just make careful note of its location and name, and then Import it.
I did not like the Import into Project being the default, but I also liked to have the option to do it, if needed. Maybe CS4.2, or CS5 will add the option back?