Are you using Riivolution? If not, you can save it directly to your SD card. Otherwise, you can save it to the Wii and then in normal Brawl you can copy the snapshot to your SD card. On your SD card, in "private"->"wii"->"app"->"RSBE", there should be a folder called "al"; copy all of those files in the "al" folder into a folder not on your SD. Download this
and extract it into the same folder. Double-click "bin2jpgall.bat", and you'll see a bunch of JPGs, which are your snapshots. You can use this program over and over for every time you take a snapshot, to convert it into an image.