Generally what I do is I use the view menu on my browser and "view page source." Then I do a find for *.swf (flash movie extension). You should be able to find the actual path to where the flash movie is stored this way. Then you just have to download that source. What I do, because I really haven't tried another way, is make a quick HTML file with a link in it. Then I just drop the location of the flash movie into the link field, open up the quick HTML file in a browser, right click the link and save as.
Here's an example of the HTML file that I made in notepad. Keep the quotes in there for the URL link, and remove the space between the < and the a.
<html>
<body>
< a href="PUT THE FLASH URL HERE">LEECH</a>
</body>
</html>
