The method I use might not work on windows, but I think it's still worth exploring. Both Opera and Firefox save precached flash videos to a file which can be played directly in any movie player. All you have to do is find these files and copy them somewhere else so they won't be deleted when browser cleans up the cache.
Assuming you use Firefox and Win Vista+, I'd look for them somewhere in C:\Users\username\Application Data\Mozilla\Firefox\something\Cache. Firefox doesn't add any extension to files it caches, so you'll have to find some tool which checks the file type by MIME.
The benefits of this (somewhat convoluted) method? It works with nearly 100% effectiveness on ANY site and you don't need any extra tool for it.