Okay, let's start with Any Video Converter. I know you said you wanted to use an mp4 file, but VirtualDub won't play those, so we're going to have to convert the mp4 video into something it can play. Avi is usually the best extension to convert anything into. Sooooooo...
Hit the Add Video Files button on the top right of the program and choose the video you want to convert. After you've chosen the video, information about it will show up in a little window at the bottom left. Where it says "Video Options" in that little window, make sure it's set on "Original" where it says "Frame Size" and not any specific size. Sometimes it will be set on a size smaller than 500px and you don't want it to do that lol. Cause it will resize the whole video when it converts. If it's set to "Original" it won't mess with the video size.
There's a little drop down menu above all that at the top left. Click on it and select "Customized AVI Movie (*.avi), it's the format we're going to convert the mp4 video into.
And that's it. Just hit "Convert Now!" at the top and it will do the rest. =P When it's done converting a message will come up, hit "No thanks", I don't remember what it is at this point. An update I think lol. But after you hit that it'll open a window to where the newly converted avi. video is and all done.
Open the VirtualDub folder and the program is located somewhere at the bottom lol. Le screencap.
Once you open it, go to "File" at the top and select "Open video file." Select the avi. video we just converted or whatever video it is you want to screencap so you can gif it. =P As long as VirtualDub supports the file extension, that is.
A message should come up when you open a video file, saying VirtualDub Warning or whatever. Ignore it. It's nothing important lol. It does it for every video. Just click 'OK'.
The video won't start playing unless you hit the play button, but I rarely play video unless I'm really lost on wtf I'm wanting to gif. You can use the arrow keys - the left and right ones - on your keyboard to seek through the video in a fast forward type function, or click on the video track to skip to parts. To be more specific with selecting the frames you want to cap, just tap the arrow keys once and it will go forward 1 frame, or backward 1 frame.
But to show you how to screencap a specific part, let's do Nellie's wink in The Office as an example. =P
There's two arrow looking buttons at the bottom of the program, right next to where it should say 'Frame (bunch of numbers)" lol. To select what caps you want, you'll hit the arrow that is pointing to the left at the start of where you want the program to start capping at. And then you'll hit the right arrow button to indicate where you want it to STOP capping at. So... say you wanted to cap the entire episode, frame for frame. You'd hit the left arrow at the very first second of the episode and then go to the end of the episode and hit the right arrow, cause that's where you want it to stop capping at. Make sense? lol
But after you have what part you want the program to cap for you, go up to "File" again and click on "Export", then "Image Sequence..."
Go ahead and change any of the settings to look like mine. The Filename is just what you want all the screencaps to be named, so it can be anything. And the location of where you want them saved can be wherever you want as well.
Click "OK" and it will start capping.
Then in photoshop, to open the caps and create it as a gif, Go up to "File", select "Import" and then "Folder as Frames" and select the location you saved all the screencaps that VirtualDub capped for you.
It'll show up in the timeline and that's it. =P Be sure to save it under "File" > "Save Optimized As..." when you're done editing it.