Hmm. It looks like you would need their proprietary video player installed on your computer...

[Princess Turandot]

..in order to play their videos locally, even if you could download a copy of the video file. It's not likely that you'll get either. So, you may need to go to the screen recording route.

Here's a list of freeware programs that enable you to screen-record a video:

http://www.snapfiles.com/freeware/gmm/fwvideocapture.html

I've used the second one on the list, FlashBack Express, to capture videos with decent results.

Google 'screen recorders' if you want to see more options.

hth,

PT