Well, it's not hard, actually. You can use your very own browser to do it. It's easiest in Firefox : go to the page with the flash animation, and then right-click on the page, then click on "View page info" that shows up near the bottom of the context menu (be sure not to do that ON the animation itself, because that will display a menu for the animation itself). Then simply go to the "Media" tab, and find what you want to download, then hit the button that says "Save as..."
There is also a way that's a tad harder than this : viewing the sourcecode to find that special Flash animation. To do so, right click on the page, or press CONTROL+U. The page source will show up. Then, search for "swf" if you're looking for a flash animation. Even easier would be to search for the "<embed>" tag, because there are several possible extensions for a flash animation. Betwen the <embed> and </embed> tags, there is the url of the animation itself mentioned. Sometimes it's with a relative path, meaning that if the path or URL says : "../media/animation.swf" and you're currently visiting the URL : "www.somewhere.com/whatever", you would have to enter the following URL to download the animation : "www.somewhere.com/media/animation.swf" (all of this without the quotes).
The two dots simply mean "up one directory". If there are no such dots, or if the URL is complete, then just enter the full URL.
I hope this helps. If it's not totally understandable, then please forgive me, but I just got outta bed, so I'm not at my optimum, yet

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