Simple progressive HTTP stream is used on this page. You can copy such streams from the cache of your web-browser. You can also download such streams with many programs, including freeware Fast Video Download extension for Firefox (works in Windows, Linux, Mac OS), freeware Freecorder 4, freeware Jaksta Free Media Recorder (Windows), paid Replay Media Catcher (Windows).

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FAQ: How to record/download/capture/save Adobe Flash .FLV video HTTP stream from embedded player