Can't convert files!

[JTawg]

I require a couple of short videos found ONLY on a site called "Nothingtoxic.com"to be converted from whatever format they are in to WMV so I can burn them to CD for presentations. I have been using an online conversion site (Zamzar) lately to convert other videos from Youtube with no problem.
But after at least 6 attempts with 3 different videos this site advised me that these file conversions failed.
Another prompt told me that :"file has no extension". I attempted to add an "flv" and "wmv" to their URL with no success.
I've attempted to copy both the URL and the embed codes for these videos in an attempt to convert them and either received the "file has no extension" or "URL not valid".

Is there anyway or any site that I could use to convert these files, or are some files simply not convertible?

Thanks

[cintari]

Hero!
I would recommend using any video converter (AVS) to convert your movies.
As for downloading the movies from a site, you should try using software like VDownloader (http://download.cnet.com/VDownloader/3000-2071_4-10888393.html?tag=mncol) 
OR
if you happen to use mozzila firefox as your browser, you could try an addon called video downloader (https://addons.mozilla.org/en-US/firefox/addon/3590).

Also if you'd like to try out an easy cd burning programming, you could google Image burn. 

Good luck