vanblah: I would caution you not to use Video Downloader. It will send the URL to a third party site to download and then on to you. This will only work for certain sites, so as sites come online, Video Downloader then has to update its extension.
Use <a href="https://addons.mozilla.org/firefox/2584/">Ook? Video Ook!</a> or the <a href="https://addons.mozilla.org/firefox/2254/">Unplug</a> extension for Firefox.
I recommend Unplug because it will show you all downloadable video it can find on the page (for you to then select and choose) and it works with <a href="https://addons.mozilla.org/firefox/201/">DownThemAll!</a>, which is another extension that will download links of various types all in one go, so that you can queue up a bunch of files and let it go automatically.
It works great for me while using YouTube, Google Video, etc. DownThemAll! will work in those cases where you want to download any file from any webpage (*.mp3, *.wmv, *.jpg etc).