On-demand videos are not free, so I have no access to them.

The web-site uses flash streaming, so it is either HTTP, RTMP or RTMPE streams. You can copy HTTP streams from the cache of your web-browser or download them with web-browser add-ons like Fast Video Download.

As for RTMP and RTMPE streams, you can download them using rtmpdump or rtmpsuck.

I can't help you with Mac, but if you install freeware virtual machine VirtualBox and freeware Ubuntu Linux onto it, I can help setting up rtmpsuck.

You can also use Replay Media Catcher 3.11 on your Mac for downloading HTTP and RTMP streams:
How to install and run Replay Media Catcher on Mac OS X (Snow Leopard)