Deborah,
I don't have the JVC version but I do have the full version.
In my version under "Preferances" (one of the sub menus from the top line of menus) there is a section to do with saving snapshots. Here you can select where they are saved and in what format, .bmp, .gif .jpg etc. Try looking around your menus and see if there is something similar.

The reason PD opens when you try to edit your .pdf files I suspect that you have associated the .pdf file type with Power Director somehow.
Right click on a .pdf file, select Open With... then choose your preferred editing program from the list or browse for it with the Other button. Once you have found your editing program make sure the "Always use this program to open these files" box is checked.
By the way, I'm not familiar with any program that will edit a .pdf except the "writing" version of Adobe Acrobat. Most of us just have the "reading" version.
Hope this helps to soving your problem

Kinata 8-) Human beings, who are almost unique in having the ability to learn from the experience of others, are also remarkable for their apparent disinclination to do so.

Thank You!!! I originally clicked preferences of the saved snapshot file in order to change how the snapshot opened AFTER it was saved. This was not the answer.
The answer was adjusting the preferences in Power Director BEFORE taking the snapshot. Once I redirected the preferences to save as jpeg, I proceeded to take the snapshot, and it saved immediately as a printable file. Thank you, you were very much help!