Problem saving some flash movies!

Hey everyone, I'm a newbie to Flash saving,
I have tried like 4 different programs to save Flash movies from the internet. But, certain movies don't save. For example, on Macromedia's website the movie that plays on the homepage or the movie on CNET.com. I can't get those saved with the actual movies. Is this a copyright issue? Is there a way to fix this? Thanks a lot.