You'll need to download a file converter, or, if you want to keep it an FLV file, an FLV player, because Windows can't recognize FLV's. I recommend Applian Technologies' Replay Converter, and turning it into an MPEG file.
If your siren is a-failin'
Chances are that it's a Whelen
And if it's just about to die
Then it must be an ATI
Pick whatever format you want it saved in. I usually save them as AVI for Windows; it needs the DivX codec to play but it still worked for me. There's a "VIXY" logo that is added on at the end of the video but you can edit it out easily with Movie Maker
I've just used a Firefox plug in (used many, no favourite) to download the actual Flash Video file then use a file converter to get it into a usable format.