There are two methods I use for getting playable files (.mov or .wmv) down from the internet.
The first is zamzar and it's pretty easy. Just plug in the URL where you saw the video you wanted, and in 20-30 minutes you get an email with download instructions. One drawback is that the file format choices are a little limited. Here are 2 quick pics of that process:
Zamzar #2 (25 minutes later):
Video Download Helper
Then the other way to capture is to grab the .flv file using the VideoDownloadHelper Firefox extension. Once I have the .flv file on my computer, I use Media-Convert.com to make it into whatever format I want (including .wmv).
The icon is the three multi-colored balls that begin to spin when there is downloadable content. A click on the balls and I'm ready to download the video.
That's all it took to get the .flv file down, but now I have to have it converted into something more useful. I'll upload it to media-convert:
I uploaded the file and it spent a couple of minutes processing, then showed a download window.
In both methods I have to rename the video once it's downloaded into something that makes sense to me. Using keywords from the online video would help others find it online.
Playing FLV Files
If you don't want to bother with converting .flv video files into more standard .mov or .wmv formats, then you can just make them play without conversion. To do this on the Mac, the best way is to go get PERIAN and install it (it's free) so that QuickTime codec can read FLV. On a PC, GOM PLAYER is a free video player that can play FLVs without conversion--I really like it for playing all my other video formats, too!
Happy hunting! Let me know if you find a more streamlined way to get videos, okay?