Don't know, never tried this but you could probably do it in Windows Movie
Maker - add your video you will see a preview on the right side. Slide the
slider below the video to the end. Click the little camera icon ("take a
picture"). I suspect something like Camstudio might be better for doing
this?
Then save this image to your desktop (or whereever).
Now in PowerPoint put that image either behind your video with an animation
to appear after the video ends, or on the next slide. You will have to play
around with sizes and timings a bit I suspect.
Hope this helps, let us know how you get on..
Terry