Help saving a video

I have been trying to save a video to my jump drive for a week and i have been unsuccessful . I want to use this clip with a youth firearms safety class and the computer i use in the class isn’t used on the internet.
The link to the video;
http://www.firstcoastnews.com/video/player.aspx?aid=111132&bw=

From this story;
http://www.firstcoastnews.com/video/player.aspx?aid=111132&bw=
This incident happened very close to home.
I have e-mailed the news where i 1st found this video, and have gotten no repose.
Any help would be wonderful, as long as this is alright to do??
Thank you

Your links only bring up the video menu and I see nothing about firearms.

Instead of email, telephone the Program Manager.

See, I do need help.
This is a link(if it works) to the story from another site.
http://www.wlbz2.com/news/watercooler/article.aspx?storyid=71036
This worked when i tested, but then so did the others :confused:

Could the mods fix?(so others don’t try those other 2 links)

Take option at top of video window to launch stand alone player

Windows media player will begin to play the video

Choose “Copy to CD or device” on left

Video will pop up ready to be copied

Astro,
You make it sound so easy! Well maybe its for you, but Man-O-Man, this has me scratching my hair out.
this is a better link to this video, and I have been trying with any video converted, and its just not working.
http://wm.wtlv.gannett.edgestreams.net/news/2007-09-24/survivor.wmv

Any way i can get the video e-mailed to me?