On the Movies page, Rick Click and then Save As (or whatever the download option on your browser is) on the Download for iPod button next to the movie you wish to download. If you're on a Mac and still have a one button mouse, then "Control-Click" instead.
You can also download our movies directly from our iTunes video podcast:
FilmCow Videos on iTunes
(Podcast hosting by LibSyn)
Or manually subscribe using the RSS feed:
FilmCow Video Podcast RSS Feed