Heres another tip.
This only works with the divx streams.
Click on a show you want to watch... let it load in the browser window until it's complete. Whatever you do, DON'T close the browser with your video loaded in it. It'll be erased and you'll have to download it again.
Next, open up Search and choose to search in your temporary internet. Easy to find in earlier versions of Windows but in XP it should be located C:\Documents and Settings\*your user name*\Local Settings\Temporary Internet Files .. for those who didn't know
Search for All or Part of a File Name: and type *.divx* (with the *'s) and click Go. When it's found just copy and paste it to your videos folder.
has many of those videos in divx format as well. Just search for your video and choose to download it rather than watch it streaming.