Answer
This sounds a bit sneaky but if i ever want files from a web page such as videos or flash files i go to the temporary internet files folder which you can access from the control panel and then internet options. find the file you want as it has the web address next to it and the file type next to it and save it to your hard drive.
im not sure if powerpoint lets you put flash games on to powerpoint though as they are two different companies, videos should be fine
if they are avi or wmv file.