if ya got firefox, ya could use ant.com toolbar, it works at downloading flash videos from youtube and such pretty well, there are others but i dont know about them
Goto the page with the video (Youtube etc.)
Goto Window --> Activity (This lists all the files being downloaded)
Find the video and click it (Usually the largest one)
command-c to copy the address
Goto Window --> Downloads
command-v to paste address and start downloading
I use Cosmopod. It adds a button to the Safari toolbar. You click it and the video that is currently playing gets downloaded and converted into the format you need.