what are the best codecs, what is a codec?

Hi, I don’t know much about codecs?
can a particular codec play movies encoded by a different codec?
what is the best codecs or codec packs?
I tried downloading some codec packs at free-codecs.com, but one thing or the other doesn’t work: can’t save a frame from a movie(windows media classic, movie is not full screen in full screen mode and etc).

what is the best way to get codecs so that ALL movies would play? download evertime windows media player asks? do different codecs conflict with each other.