if you want to download copy the web address then go to Here and paste it into the box and then click download. once u have the files on your pc u have to rename them and put .flv on the end of it for example halo3.flv
I'm pretty sure he means he wants to get his halo 3 films off his xbox and onto his pc. I'm not really sure how to do that...
most likely those people have a video capture card, or graphics card in their PC that can record. They would then hook the 360 to that card using their PC monitor as their screen. Since it now runs through the card it can be recorded. Or another method you could use is getting a simple webcam. then just use that to record the video strait from the TV screen to your PC.