I don't know if anyone has an easier way to do it... I am learning this too - I've never downloaded a video before.

but in the link above you would click this- Download flv
it's right below his name on my screen anyway...

then go to the next post and get the FLV player from that link and install it

after installed just click the video file that you downloaded and it will open in the flv player automatically.

If you have trouble still let me know what part is giving you problems and I can clarify more on it.