It is a simple progressive HTTP stream. I didn't have any problems downloading it with Replay Media Catcher and WM Recorder.

There are lots of other programs that you can use including freeware Fast Video Download, Freecorder 4:
FAQ: How to record/download/capture/save Adobe Flash .FLV video HTTP stream from embedded player

And you can even copy such videos from the cache of your web-browser.

p.s. If you have problems downloading such streams, clean the cache of your web-browser and try again.