Install either firefox or seamonkey(I continue this tutorial with seamonkey here onwards)
Get Firefox at (http://www.mozilla.com/en-US/)
Get Seamonkey at(http://www.seamonkey-project.org/)
Get a good download manager like Freedownloadmanager(www.freedownloadmanager.org),DAP
Open seamonkey and go to this url (https://addons.mozilla.org/en-US/seamonkey/addon/1865)
Install the extension and restart your browser
Go to your favourite web page which plays embedded videos
Open adblock from tools menu.
Click add a filter and open the drop down menu in the new filter wizard
Look for urls which end with .flv,.mkv,.avi or any other media file extensions etc:
Copy that url and add that to your favourite download manager and start downloading your videos.