Alternatively, and I think more simply, use Mozilla Firefox browser. Double click the link so the video plays. Go to 'Tools' and select 'Download Helper' and select 'Media' then click on the video title to save it. It will save the video either in the default folder, or you can specify that you wish to be asked the destination each time. If you look again at 'Tools' and select 'Options' and select the 'General' tab you can set the default folder if you wish or set it to ask each time.

Good luck