Try this,
http://www.videodl.org/
Paste in the URL, click 'download link' the click save etc...
You might need to get the flv player to play it too. Anyway the instructios are on the page. When I first tried it I had to click 'download link' after I clicked 'get it' inorder to get the 'save file' dialogue box.
Anyway it seems to do the job well enough. Seems pointless having to download every time u watch, a complete waste of bandwidth!
Remember to rename the file to .flv