How do you save stuff from that site?
You used to be able to right-click and save as but alas that is no longer the case.
I use Internet Download Manager (IDM) which is paid not freeware but you can use:
> JDownloader 2 (which is freeware),
> search for a browser extension (maybe hit and miss on which ones still work) or
> try online downloaders such as 9xbuddy*online (replace * with .) but make sure you have a good popup blocker
For the more adventurous it used to be possible to find the video URL in the page source code - not sure if that is still possible
EDIT: Thanks emerald36 I did not know of that way, I still prefer IDM for embedded videos as all I have to do is click on a button next to the video, still another tool in the toolkit