From a page of the type that you first posted, this is what I'd do:-
- Right click on the video when it's playing, left click on Properties.
- Select and copy the full URL that comes up in the Properties box.
- Open my Windows Media Player, then go to File -> Open URL.
- Paste the URL into the box and then press enter/click OK.
- Wait for the whole thing to play through, then go to File -> Save As, and save the file somewhere.
This won't always work for all video files, but it does most of them.
I sometimes have to resort to some slightly more complicated ways that involve creating a small HTML file with a hyperlink that I can right click on.
Writing a dummy post on a BB like PPRuNe incorporating a link like Jhieminga did in this thread (using the harvested URL), and then previewing the post but not posting it, is another way of getting a link that you can right click on.