I found these simple instructions and needed a place to store them, so here they are:
Use Safari.
Open the page with the video you want.
Open the ‘activity’ menu.
This lists all the items on this page, locate the entry for the video file (it will be the largest file size).
Double click on this line, it will download.
Rename it, no need to put a file extension on it.
Convert this file to ‘iPod’ format using the free application ‘iSquint’
http://www.isquint.org/.
You’re good to go.
A bit more long winded, but at least it’s free.