What is a good software to extract stills from movie files?

Avidemux is good and free. It is easy to use and you can find many tutorials on YouTube

Why not just take a screenshot?

The camera I presently have is pretty slow on the recovery and so after a lot of missed goals I will just take a video of the kids playing soccer or whatever and then pull stills out of the video so as not to miss the action.

With some cameras (I know that I can do it with mine), you could be running it in movie mode yet still be able to take still shot of the action if you spot something you like. The movie just keeps rolling along uninterrupted. You just press the “shutter” button when you want a still. No lag, but you must be ready to press the button or you’ll miss the shot, so for fast action, this may be hard to do. For soccer you may be able to anticipate a goal-scoring situation and take some shots. For example, on corner kicks. If the shot turns out to be of no interest, you can always delete it later.
If you are successful with this, this technique will save you a lot of work. I use this when traveling, but then again, I’m not dealing with fast action.

You can get Movie Maker free from Microsoft it’s just not bundled by default anymore – probably due to an anti-monopoly ruling by the EU or something like that.

I have the perfect solution! My go-to player for years, Media Player Classic:Home Cinema, has all sorts of options that I haven’t seen in any other remotely simple app.

It gets it’s name from it’s interface, which looks like the Win3.1 Media Player, but it has so many more features and options. It plays all the formats I’ve thrown at it, has full pan/zoom, frame-by-frame stepping when paused, and the ability to take a frame and turn it into a still image file. It can do quite bit more too, but I think that those are all you are looking for.

Try it out!