If it's a direct download, just right-click the "Direct" text and select "Save target as". Indirect link: a left-click will take you to the creator's site with downloading instructions. If it's a local video, just click on the "Local" text, on the next page click "Proceed" (in case you haven't donated

) and wait 10 seconds. However, if you've just joined, I think you'll have to wait 2 weeks to download local videos.