I am going to show you how you can download lynda [dot] com vids.
Or any video embeded on the net for that matter but this is what I use it for.

1. Get the firefox addon greasemonkey.

2. download the script from this site it is the second link down
hxxp://neugierig[dot]org/software/greasemonkey/

It is called unembed

3. On lynda when the window opens your have to make it full screen there will be a download link on the right. Dont just click it you have to right click and save link as. I recommend makeing a folder for each group of vids because there can be alot.

On other sites the download link will just be right by the vid usually.

There you go.