Actually it CAN be done, but you have to have an understanding of how Kris and his designer set up the website.
With that being said, why bother? Kris has provided us with knowledge and guidance that if it weren't for his website some of us would not experience in our lifetime. We should show respect for the instructors' talent and hard work by leaving the videos online and viewing them here at the website only.
If people were able to easily download the videos, before you know it they would be all over the internet (good guitar instructional videos are hard to find). And what kind of motivation would Kris have to continue teaching us? Probably none.
If the videos lag on your end it could be a number of things. Problem with internet provider, badly fragmented hard drive, too many things running background, spyware,failing router, failing cable/dsl modem,etc.
Here's an idea. If you have a laptop or another computer at your place connect it to your internet and see if you get the same result when trying to view the videos from here. If you do, then you have eliminated the possibility of software problems on your computer and you can now look into the possibility of a bad cable/dsl modem, bad router or a problem with your internet provider (bad line, network glitch,etc.)
Sorry for the long post. But I felt I had to add my two cents about downloading the videos.
You are at GuitarMasterClass.net
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Hope it helps 
