ctrl-click (Mac) or right-click (PC) and use "save as..." to download a movie to your harddisc.
You need Apple's free Quicktime Player / Quicktime PlugIn to view the movies.

17.5 MB - 01:47.00 - 320x240 SwissSong.mov	4.8 MB - 00:29.15 - 320x240 IrishFaith.mov	6.3 MB - 00:38.15 - 320x240 IrishChildOfMine.mov	1.2 MB - 00:07.15 - 320x240 DrinkItDown.mov
1.7 MB - 00:10.15 - 320x240 IsItRecording.mov