You can just do a screen capture. In Windows, press the Print Screen button to copy whatever's on the screen to the clipboard, and then you can paste it into an image-editing program and save it however you like.
Surely you're right, but I don't think there's a way to do it. If the image in the flash file is a JPEG or something you could maybe extract it, but if it's ordinary vectors or text, you're probably out of luck. Unless you can find some third-party tool to do it.
there are some tools you can use, but why do you want to convert a SWF which is vector graphics to jpeg which is raster? if you need to manipulate the image just use PHP's swf functions which you can find Here. There are console tools you can use with linux, but they'll have to be modified to do what you want (that means that you'll have to at least rewrite parts of the code).