Video Thumbnails in Java
There seems to be a few examples out there that are far better than what I was going to send you.
See http://krishnabhargav.blogspot.com/2008/02/processing-videos-in-java.html.
I'd agree with Stu, however. If you can find a way to get what you want using some command-line tools (and run them using Commons-Exec), you might have a better overall solution than depending on what is essentially the Sanskrit of Java extensions.
Well, since you're not stuck with JMF, have you considered Xuggler? Xuggler is a Java API that uses FFmpeg under the covers to do all video decoding and encoding. It's free and LGPL licensed.
In fact, we have a tutorial that shows How to Make Thumbnails of an Existing File