Here's the dark of it:
You run the Quicktime Installer. When it asks what kind of installation you want, you choose "custom". Put whatever you want into the installation, but make sure that you also add "authoring". This will install quicktime, and it will have a nice shiny "Save as..." menu item. I've done it while installing quicktime, but it should be the same if it is already installed. You can then just open the URL for the movie and save it.
The nasty bit comes when you don't have the URL.
For the apple.com trailers, it's a bit tricky, because you view them with the plugin and he plugin's Save function in the right-click menu is greyed, and I don't know why. For this reason, you must find out the URL to the trailer, open it with the actual quicktime player, and then save it.
To find the URL, view the HTML source of the page containing the trailer, and look for a very long URL that ends in ".mov". There are a couple of different ones usually; one is the trailer and the others are... well, I dunno what they are, but you load each of them into the quicktime player and you'll get the right one soon enough, sure as Sigil.
The URL to the Zu Warriors trailer, for example, is
this. Right click on the link, choose "copy link" or something to that effect, and open it with the quicktime player - not the browser plugin.
Directly right-clicking on the link and choosing "save as..." may or may not work. I always find myself with a broken file doing so, so use the player to be sure.
If something doesn't work, tell me.
