I was just able to get one, couldn't get hidownload to work
I used Project URL Snooper to determine the video file- e.g.
3mms://wmcontent81.bcst.yahoo.com/bmfroot03/
BMFShare03/LAUvswm9/1/5367158.wmv?StreamID=5367158&xdata=
6970E3037D99497882E0DD70C6C30895_16982849&b=
ace15b0b557b4402859f5&s=396500550&ru=Windows-Media-Player
Then I used Streambox vcr and selected MMS(http) protocol, if you have it set to automatic it won't work.