QuickTime (QT) http:// videos can be downloaded with any download manager even a free one like Orbit Downloader, FlashGet,... And you can find the URL with freeware URL Snooper or free demos of Replay AV, Replay Media Catcher, WM Recorder. But all these programs work on Windows....

As for Mac OS X, if you look at the following chart
All streaming video recording software
you will notice that VLC player and MPlayer can save QT http streams to HD. Both are free media players that can dump audio/video streams. The only problem is how to get the URLs of streaming videos. Luckily if you view the source of a web-page with an embedded QT player and search for ".mov" you will find it.
_http://wttw.vo.llnwd.net/o16/wttw/....._large.mov
After copying the URL to the clipboard, paste it in one of the streaming players mentioned above. Then make the appropriate settings to save the video to HD in the player and play the stream.