Saving Embedded Flash Files With Mozilla Firefox:

What I do is simple if you are using Firefox.

When you are at the web page that has the embedded flash file, you click on Tools form the menu, then "Page Info," then click on the "Media" tab, then finally scroll through the different items until you find the .swf or similar file (it will say "embed" or embedded to the right where it says the type of file it is). And you click "Save as" and save you wherever you'd like.