below the video are four links, add to favorites, write comments, flag this video, and download video... click download video, and a box will come up saying "opening such and such.wmv" it show what the file is, and the link of the home page where it is located (zuneboards.com) and then it shows the option to open with, or save to disk
click save to disk and it will download to your desktop or wherever you have it set to download to automatically.
you may not see this box however, if you have clicked open with and checked the box "Do this automatically for files like this from now on." in the past


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