Learn to use Firefox. Or your cache. Actually, the program I use to watch .swf files has a cache viewer itself. SWF opener:
http://www.unhsolutions.net/downloads1.html near the bottom of the page.
Other ways of getting it are looking at the source of the page and searching for any file called something.swf. It's usually, but not always the right one. Sometimes they have preloaders that change to a different file afterwards.
For saving off most pages, Firefox's extension called UnPlug is quite good. It gives you links to any embedded flash on the page and works for most H flash game sites.