I found a way. It's been mentioned by other people on other threads but i'll tell you anyway. If you have Mozilla/Firefox, you can get an accessory/add-on called 'Download Helper' which you can use to "grab" embedded clips from sites which don't actually offer downloadable clips. (Mozilla will give you a HUGE list of all the sites it can be used on). There is also YouTube Downloader but Download Helper is better because it's free and can be used on multiple sites.

Get it here: DownloadHelper - Media download Firefox extension