marslander, you're NOT going to get the angryyoungmen videos with ANY of the video download tools suggested.
The swf player streams the videos online, it doesn't download a video file to some temporary location on your computer. There is no video file stored locally for you to retrieve.
That does NOT mean that you can't copy the videos, however. What you need to do is install a serial screen grab utility like CamStudio. Such a tool takes serial screenshots of a portion of your screen (say, for example, the window in which the video plays) and records the audio output for the same duration. The software then recreates the movie by re-assembling the serial screenshots and sound back into a movie.
You will lose a small amount of resolution this way, but it is not generally noticeable. And there is no way any site of any kind can ever block this kind of copying. It is not illegal to copy videos by this technique in the USA (it is legally equivalent to photographing your screen with a video camera).
CamStudio is just an example. Google "free screen grabbers" and find something that suits you.