You are getting that page with a site list because you are clicking the wrong thing Ron.
R Click the 3-ball icon (it animates in colour when it detects video) and set up the options (particularly in General/Appearance, Behavior, and Services tabs)
When you set it up right .. one click on the system tray icon downloads the flash file as an 'flv to whatever your folder is.
Capturing streaming flash is not the easiest of things .. even for software.
Don't expect it to work everywhere.
Some sites even block it by modifying the content to make it appear as a different media. Nobody guarantees they will keep working!
http://www.downloadhelper.net/manual.php
Heres the first page of Mozilla Firefox addons that will do it.
https://addons.mozill...=8.0&platform=windows