RealPlayer's download tool did not work for me either, but there is another way to get the video.
It's a bit tedious, but it works.
First, from the website, play the full video till the end.
Then go to Tools on Internet Explorer and click on Internet Options.
Under the General tab, select Settings from Browsing History.
A new window will pop up, select View Files.
This will launch Windows Explorer and show the folder "Temporary Internet Files". The file you want will be there, you just need to locate it. An easy way would be to sort by file size as it will be a big one. For further ease, you can clear your Temporary Internet Files folder prior to doing step one above, so that there will not be as many files to search from.
As I say, a bit tedious but works (for me at least! ) every time.
Hope this works. Apolgies for those using Firefox etc as I am not familiar with those and dunno if above is helpful.