[ETL]

Once you download it to RealPlayer, there is an option to convert the video to .wmv (Windows Media Video). RealPlayer video uses .flv (Flash Video) and so cannot be played on Windows unless you convert it to some Windows compatible format such as .wmv, .avi or .divx

[ETL]

... make that, cannot be played on the standard Windows Media player that comes with Windows.

[Fresh Wind]

You can use this site to download each episode in .flv (flash video) format:

http://keepvid.com/

All you have to do is copy the URL of the video onto that site and it will do the download for you.

Once you have the full file, use this to play it:

http://www.videolan.org/vlc/

Stay away from RealPlayer, it is spyware.