How do I save videos from Facebook?

I found this video on my friends wall that I really want to save onto my computer, I'm not that good friends with her, I mean she's in my grade and everything I just don't want to ask her to send it to me, that's weird haha. Anyways, is there anyways I can save it onto my computer? I have windows 7 and I use either Safari, Google Chrome, or Internet explorer. Please help!