is there any way that I could just download the videos,

Unfortunately this is not an option we are planning to provide. Many content owners want to keep control over how their videos are distributed and where they are watched.

You want to download the video's?
Use WM Recorder and download all the streaming content you want

Quote:
WM Recorder 10.1 is the easiest way to record Windows Mediaâ„¢ streaming Video or Audio content. With one click, you can save music videos, music, news feeds, radio broadcasts, subscription or pay-per-view content, corporate webcasts, and anything else!