RealPlayer has a video download helper. you could try that. Works for most videos, though I'm have a minor problem with it on Windows 7. Some web sites, block what can be downloaded. Say, if you try to download an episode from a TV Series, all you end up getting is the commercial that they forced you to watch at the beginning. There are also programs like CamStudio, that let you record what is on your screen. But the free versions are limited in what they can do.