Need some advice on how to d/l videos from the web [View all]

There is a series of training videos at this link:
http://www.lazzemetalshaping.com/index.cfm/page/ptype=results/category_id=5/home_id=5/mode=cat/cat5.htm
That I would like to copy and put on disk. As these will only be used to view and not sell I am assuming no copyright issue pertains.

I've not needed to do this before so am a bit at a loss that vids are a bit more complicated to do this with than other media.

I did some searching and there are free apps out there to capture vids but they seem to be specific to certain sites only, for the most part. Sites like Youtube, etc.,

Thanks in advance.