How can I select just one frame?

...expand your timeline to show single frames. Then place the scubber at that position.

Tsvi:

How can I select just one frame?

For what purpose ?

For deleting it, or bluring a figure in it.

What is the source of this frame? Is it a photo? Or are you taking it from a video clip. You have to provide as much information as you can. What is the source of the frame? Any single frame can be deleted (but if in a video, there are a series of frames, and they can be deleted). But if this is in a video clip, you will also have to use keyframing. 

Take a look at this TUTORIAL.

It is a frame from a video film.

You can isolate a single frame by spiting the clip with the razor tool, jogging forward one single frame, and then spiting the clip again. You now have a clip that is one frame long.

Alternatively, you can park the scrubber on the frame you want and take a snapshot of it, which will give create a jepg of the chosen frame in the Library. You can set the duration of this "photo" to any duration you want when you plce it on the timeline.