Click on the "click to play" thing, and then when teh movie appears, go to the View menu and hit View Source in Netspace, or do the equivalent in IE (I have a button on the butotn bar to view source in IE, so can't remember the menu location...)
Now, Apple-A, Apple-C (select all and copy the source), and paste it into a text editor.
Now hit the find hotkey - and type ".mov".
The first occurence is "clicktoplay.mov" - skip it, hit Apple-G to find the next occurence in most text editors/word processors.
This filename will match the wanted ad.
Now, copy the URL, and download it with Interarchy, or whatever you like
Cipher13