there are a couple of concerts that I would very much like to view from Arte (I think it's a french TV channel?) but my connection is not good enough to stream the video. How can I download the file to play it locally?

Here is an example link:
http://www.my-jazzlive.tv/?p=1862

I have tried popular browser plugins such as DownloadHelper and Flash Video Downloader, these are working fine for me on sites such as youtube but they don't seem to recognise any stream from the Arte video player.

I also looked through /tmp for something that looks like a partially downloaded video, but no luck.