Thanks - I wonder if Firefox is the problem because I did right click but didn't get the Save As option on the video clips I visited. I thought there was some mysterious way to go about it depending on the type of video clip being accessed.
http://www.freerepublic.com/focus/f-news/1699552/posts
http://video.google.com/videoplay?docid=-8170138030406456004&q=The+Path+to+9/11