Are you using the capturing from
EU Companion?
What are the video related settings in the options screen of the
EU client loader?
I recommend using the default settings.
Are you running XP?
Note that jpg's will probably not work.
Also 16 bit color (as opposed to 32 bit) is known not to work (this is in the options screen).
Please provide some more info. With the info you are giving it is impossible to debug or analyse your problem. Also feel free to email me.
Dutchie.