general,real player can download many files from the
internet.
If u can not download, u can try to use another software
I m using leawo youtube download ,which can also download videos
from other websites like Google Video, iFilm, Myspace, Daily
Motion, etc.
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verify ability to modify preferences->Download &
Recording->Enable Web Download & Recording .....
if you can enable, then also select the mode (7 sec, mouseover,
right click)