There are a few ways to do this. You can either grab it from your cache as it's loaded in your browser, or you can have Safari download it straight to disk.
Here's how to get Safari to download it:
1. Load the page. You don't need to wait for the movie to finish loading, as long as it's started.
2. Select "Activity" from the Window menu.
3. You'll see a list of every URL in the current pages — images, html, css files, etc. Look for the one that's much bigger than all the rest. Hold down Option and double-click on it to begin the download.
And here's how to grab it from cache. This is a bit more complicated than the above method, but it has the advantage of not making you re-download movies that you already have fully loaded in Safari.
1. Let the movie load completely in Safari.
2. In the Finder, select "Go to Folder" from the Go menu, and enter "/var/tmp" (without the quotes, of course).
3. There should be a folder in there called "Folders.501", or possibly .502 or .503. Anyway, there will only be one such folder that you can open. Open it, and then open the TemporaryItems folder within.
4. Find a file called something like "FlshTmp01". That's your FLV. Drag it out to your desktop, rename is something meaningful like "Yet another movie about Mentos and Diet Coke.flv". Done!
Whatever method you use to snag the FLV, download
Perian to allow you to play the FLVs with QuickTime.