You may have to workaround the way the video is set up if they have blocked it to using the save feature. I haven't tried it, but once a file is downloaded to watch it is in your temporary cache. If you go poke around in the cache (tell us what operating system you're using and someone can tell you how to get there) you might be able to click on it and save it as a renamed file (moving it to a new location at the same time).

If your computer is so slow that you can't download it easily, then find a computer with a burner or some other way to save the large file. Download it as if to watch it, then save the file from the cache onto your disk or CD or what ever you're saving it to.

SRS