For the majority of flash videos sites (e.g. youtube or metacafe): you can use a user-friendly firefox plugin called
DownloadHelper.
If Download Helper doesn't work, then try using
URL Snooper to sniff out the link.
Any url beginning with " mms:// " or " rtsp:// " can be accessed with the help of Net Transport. Latest freeware version:
http://www.321download.com/LastFreeware/page9.html