I like to watch a show on CNBC on my way to work each morning. I currently download the show (Kudlow & Co.) from MSN Money videos (CNBC have locked down their site pretty well so you can view but i haven't been able to save from there) using Firefox and any one of the myriad of available extensions on a PC so that i can transfer it to my N810 for offline viewing the following morning on the train.

However, i'd like to eliminate the PC from the process and rely on the N810 solely. mYTube does this sort of thing pretty well with YouTube vids so the ability to save flv files has clearly been developed. Now I just need to be able to do this from other sites.

Any suggestions?