you can download any audio or video with the add-on called Download Helper it works on Firefox 3.6
it's great, you can download anything, from youtube, to even any sound you hear on any site
advice to let it work better: you play the video, then you see the icon on the bottom right turned to colors, you click on it, you make your choice, and you download. you can now leave the video page, so that the video won't download twice (playing+saving) this way you have the full speed download.
and it's free of course, no trial
and if you don't have firefox, go to http://www.mozilla.com/en-US/firefox/
it's the best Browser