At the moment, we don't allow downloading the movies to your hard drive. If we do sometime in the future, we may actually do so on a pay-per-download basis... kind of like the iTunes music store but for ballroom dance steps.
In the meantime, you might have to try a different solution. There must be a way to fix the problem with Quicktime and your dual monitor (sounds like it must be the video card, actually), but if that's too much trouble, you can always switch to Windows Media. Many of our clips now support both formats, and soon all of them will.
Regards,
Jonathan