If the link is still available, just go to it, right click on properties where it's playing on the window, copy and paste the link to your browser and it will download I guess you save it on whatever player you use (works best on WMP)
in firefox just right click on the page that it plays on, then go to view page info. from there, go to the media tab and look for the video file that's listed in there. I believe that it's an mpeg
You can also right click on the webpage select View Source and find the address to the MPG file itself that's what I did . Look for a line that starts like Source="http://....mpeg" Once you have the address just copy and paste it into the address bar and the download dialog box should appear.