Just as an update in case anyone else wants to do this. I found an Addon that will work. It is for Firefox and called Flashgot. It works pretty well although seemed slow, but I was not on the fastest line when I used it. Makes it pretty painless. Pick the video I want and start to play it. After it starts I paused the video. By starting it the Flashgot Addon was able to find the video and then I clilck the Flashgot button in my Firefox and save to a folder of my choice. When complete I was able to drag and drop into Itunes, Movies folder. It was downloaded as an Mp4 so it went right into Itunes without having to convert. That is nice the conversion process is always slow.
So that is one way to do it. If anybody has a better way I'm always open to a better way.
Watched a couple shows this morning while I worked the Elliptical. Made room for a couple Homebrews later. Thanks for the videos. Keep them coming.