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 (Windows), 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