look in the lower right corner of the video, you should see a downward pointing arrow. click this and a save file dialogue box should appear. Select a location to save the video and continue the download as normal.
As for viewing the file try using the subscriber video player available here...
http://www.guitartricks.com/subscriber_downloads.php
or use Winamp player from winamp.com
this is the best I can suggest, one user to another. I hope it helps
All the best!
G.