Leeboy,
Now I understand what you were talking about when you said "use view source" and then "do something." So, when you go to that page you recently identified, click on View > Source (this displays the raw data like html, javascripts, etc). Go to the bottom of the source page and look for this line of data: <embed src="kenyawmv-1.wmv" width="320" height="285"></embed>. This is the embedded source of the video file you are watching (eg, it's actual unmasked location). So, in this specific case, if you just edited your original link and replaced "video_kenya.htm" with "kenyawmv-1.wmv", then you would be able to download that video. This information is only intended to try and help you remember what you did before; however, I must warn you that this method will not work on most websites because they have a more secure method of protecting their videos. For those site that are more protected, you may need something like this
Capture Streaming Video and Record Streaming Audio with WM Recorder which is the best utility I've ever used for capturing streaming video. As best I remember, the trial never expires but you are limited to a maximum of 5 minutes for each session. Now, this Media Player has "built-in" capabilities to capture streaming video (and it is free), so you might want to take a peek here:
VLC media player - Overview