I decided to hit this website to check it out to offer you some help, what I found is the video loaded in Quicktime. Once it was fully loaded, when I right clicked on the video it gave me the options to save as source or save as quicktime, so you can go ahead and save as source and you would have a local copy on your hard drive.
If you have any troubles with this, feel free to email me and I can email the video to you.