You've got a few things to learn and most of them involve, skill, learning, effort, time or money.
I'm not one to throw money around and I value $30 more than most people. You've used enough time here at these discussion pages and your efforts have been rewarded with my comments.
Now all you need is to learn that everything you view on your Mac has already been downloaded. You just need the skill to save it. I've got some free time and a cold beer so here goes:
Position your mouse over the image of the dog that is used under your name above.
Control-click and look at the menu options. Notice that one of the options is to "save" the file? You can do the same when you buy QuickTime Pro on a movie file.
You can also open the movie file (the URL to the movie, not the Web page that holds it) in a new Web page. Use the browser to save the file. All you need is the address of the file and (for the most part) that is available in the source code of the page.
Safari (as most modern browsers) allows you to view the individual files that makes up a Web page. Its "Activity" window can open any page "asset" in a new window where it can be "saved". Try it on this page. You'll find your "dog" image at this address:
http://www0.info.apple.com/images/discussions/Images/bapple/glyphs/9.gif
All you need to save a file (most) is its address and a browser. Flash files usually end with the .swf file extension. They can be saved the same way.