Excellent, must watch more and keep an eye out for them performing live. Thanks for sharing that.
Another group of (Cheshire) musicians we first saw about 18 years ago at the Edinburgh Festival were "The Casablanca Steps" http://www.youtube.com/watch?v=Keng_HHpHbI
Plenty of other videos on Youtube.
Still going and well worth watching if you're into this sort of act.
And if you want a free programme that records virtually any streaming video you play on your computer. Then try "Freecorder" by Applian Technologies http://www.applian.com/flvplayer/
It also has an audio recorder built in but you need to launch that part. You can easily convert the sound with videos to mp3 audio files.