These video files are very large, please be patient as they load. To ease the load on your computer, consider having only one video running at a time. This should speed the process.
To download this file, just right click on the link above. A small menu will come up and you want to click where it says “Save File As” (if you use Mozilla Firefox for your internet browser it may say “Save Link As”). Then you will choose where you wish to save the file, I think your desktop is always a good spot so you can easily find it again.