try to get the source code of the page (CTRL-U, or go to View>>Source Code)
Often...youll find a direct link to the flash file....(of extension .swf)
copy paste that link into any download manager and your done
(another alternative would be if you have a download manger, like DAP installed...you can right-click on the page and say "download all'...it will give you a list of everything 'downloadable' on that page...scroll to find the flash movie you want...or filter the results to display .swf files only...
Hope this helps...