Hi,
I recently found a nice program called "Replay Media Catcher 5.0". This program can handle, join, convert and play any streaming video source.
Simply install the program and disable your firewall (or create a firewall rule that gives internet access to Replay Media Catcher).
Start the Program and open your internet browser. Go to your desired website and run the video that is propably displayed there.
Without doing anything further, you should be able to see that the Media Catcher has started to download your video stream.
When the download is completed, the program will automatically convert the output file to any desired format.
Download link:
http://www.chip.de/downloads/Replay-..._43476056.html
P.S.
This program is shareware but after installing it you can use it for 30 days fully functional.