https://addons.mozilla.org/en-US/firefox/addon/video-downloadhelper/
After you install that, when the video is playing, you'll see some moving colored circles on the upper right of your screen. Click on that. Then click on the thing to download. It will ask if you want to install the companion app. Say yes. The final video will be stored in a folder called dwhelper.
Or you can just right click on the link Bobalu provided and select “Save Link As”. I think that will work with any standard browser.