If you can't download directly, watch the movie, then search your Local Settings\Temporary Internet Files folder, open from there and File > Export.
Windows Media (WMF) files must be converted to MPG files before you can open them with Quicktime. There are free conversion utilities at CNet.com for that, or ones you pay for that can do just about any format conversion.
Fotobin.com has a few clips in 3G2 but mostly silly stuff.
make sure to copy the whole link...the videos and ringtones are FREE....u have to save the video to ur computer first, then put it on ur card..u can view the video before u save it too..