I didnt view the link but according to the text in the link you are trying to
download a Flash video file... not an easy thing to do depending on how the
website was encoded... (sry if I talk over your head...)
Any steps that I would use to capture the video I don't think I should post
here...lol not sure how legal it all is but anything I capture like that is
simply for personal use and never even leaves my house... For your purposes
you would be best off if you can get a video file from the person/website
that has posted it...
You can use shockwave/flash in powerpoint but its not easy without tools
like Shayam's Toolbar (spelling???). Wish I had a link for you... PFC can
also be a good tool to insert videos into your presentation, once you have
them...
http://www.rdpslides.com/pptfaq/FAQ00713.htm
(thanks Austin Meyers, and Bill Folley for the info on PFC!)