You can usually wait till the video has played in full then go to your Temporary Internet files directory. Usually something like C:\Documents & Settings\user\Local Settings\Temorary Internet Files and the .swf file should be the last accessed file. Alternatively if you have the latest version of realplayer installed you can select the download video option.
Having looked at the file though in this case the host is screening the file behind a spooler so you'll get nothing.
Try downloading it from youtube instead on the link below. Use the same method as above but look for the most recent .flv file which in this case will have a long gibberish file name and be 9,918kB in size. Drag this to your desired directory and rename to whatever_you_want.flv then play either in realplayer or VLC media player.
Best way to download embedded flash videos from any site. You need Firefox though, just install the plugin. You then have the option of downloading any flash video to your drive. Ta da !!
