Hi Mandy,
The videos in our Video Gallery are hosted on Youtube, and since its acquisition by Google it has begun a steady crackdown on tools used to download videos off its servers under a section in its policies regarding copyright and video ownership. In other words, the practice is frowned upon by Youtube themselves, but if you are interested in acquiring the videos you may perhaps contact the people who posted the video to request the raw files.
I hope that answers your questions.
Cheers,
shuki