Okay, with this information having given in first post would have saved from you from my little rant Sorry for that.

It seems like the link on the site refers to another site where to download the video from (just like a lot of file sharers do).
So I do not believe that movgrab is able to handle that. It can download videos only from sites where video is directly "embedded". But I am not the developer nor maintainer, so see this as an educated guess.