Depending on the browser you're using there are a couple of options. If using Safari, start the video and go to Window>Activity. Look for the video file being downloaded (it's always one of the only ones in the MBs rather than KBs and if it's streaming it should be constantly downloading until it's fully buffered) and double click that file.
Using Opera or Firefox is a little more complicated. With Firefox, you need to install the FireBug add on. In Opera go to Tools>advanced>developer tools to turn on the Opera equivelant. Then when that's open select the active page, click the "network" view, and look around for the video file. If you have to click to start the video it's easy; just wait for the page to load completely then start the video and the video file will be at the end of the list. If it starts automatically you'll have to scroll through and look. It'll end in .flv .fid .avi .wmv or .mp4 usually. Anyways, once you find that file expand the details and you should find a URL where the file is located. Copy and paste it in a new tab.
There are several other ways to do it, some which are even easier, but the Opera route is what I do. Seriously though, there's a much better resource for this than a large penis forum :
Let me google that for you