Use curl.

1. In chrome open dev tools (F12)
2. Go to network tab before you start playing the video.
3. Start the video
4. Find the video in the list of requests (easiest way is to filter for "mp4")
5. Right click on the request and select "Copy as curl"
6. Paste that command into a command prompt
7. Add ' -o "{filename}.mp4"'
8. Run the command

For example:

This video: http://www.zooxtaboo.com/video/2263/shylark-final-cut.html

This is the file: 4956af4839bf7924f07a83c39ab1a8f9.mp4

This is the raw curl command: curl "http://st122.u1.videomega.tv/v/4956af4839bf7924f07a83c39ab1a8f9.mp4?st=A07Ka6Rb6FNw3Xy4xwGLqA&hash=syPLgdrjhfzcicJhds7yGQ" -H "Accept-Encoding: identity;q=1, *;q=0" -H "Accept-Language: en-US,en;q=0.8" -H "User-Agent: Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/44.0.2403.61 Safari/537.36" -H "Accept: */*" -H "Referer: http://videomega.tv/view.php?ref=081084053077086053067052052051051052052067053086077053084081&width=630&height=430" -H "Cookie: __cfduid=d52d9f1067a133eeb90e0d7b8d25820791435732492" -H "Connection: keep-alive" -H "Range: bytes=0-" --compressed

Add filename: curl "http://st122.u1.videomega.tv/v/4956af4839bf7924f07a83c39ab1a8f9.mp4?st=A07Ka6Rb6FNw3Xy4xwGLqA&hash=syPLgdrjhfzcicJhds7yGQ" -H "Accept-Encoding: identity;q=1, *;q=0" -H "Accept-Language: en-US,en;q=0.8" -H "User-Agent: Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/44.0.2403.61 Safari/537.36" -H "Accept: */*" -H "Referer: http://videomega.tv/view.php?ref=081084053077086053067052052051051052052067053086077053084081&width=630&height=430" -H "Cookie: __cfduid=d52d9f1067a133eeb90e0d7b8d25820791435732492" -H "Connection: keep-alive" -H "Range: bytes=0-" --compressed -o "Shylark Final Cut.mp4"