Here's the URL structure for a link to an MIT OCW video lecture delivered in a streaming format:

http://mfile.akamai.com/7870/rm/mitstorage.download.akamai.com/7870/18/18.06/videolectures/strang-1806-lec01-26aug1999-220k.rm

If you want to download the same file and play it off-line, use the following URL --
the only difference is in the first part of the URL:

http://ocw.mit.edu/ans7870/18/18.06/videolectures/strang-1806-lec01-26aug1999-220k.rm

This same basic approach will work for most (not all) of the MIT OCW streaming videos. Simply find the URL to the streaming media, and replace the first part of the URL:

http://mfile.akamai.com/7870/rm/mitstorage.download.akamai.com/7870 with http://ocw.mit.edu/ans7870