Right Click with your mouse on the video frame or title hyperlink.
Select " Save Target As...." and specify a location to save the file.

Most files are less than 50 Megabytes and take about 5 minutes to download with a fast connection (DSL).
Mpeg 1 files can be viewed in any MS Media Player.

In some cases, with a fast enough connection, if you left click on the frame or title, the video will open and run in the MS Media Player.
It usually takes a few moments for the file to load into the Media Player.