These instructions are for Internet Explorer 8. When the tutorial finishes downloading, you will find an .FLV file in your Temporary Internet Files folder.
The first thing you need to do is download a free FLV Player and install it on your system. I found FLVPlayer4Free is the best. Here is the link to their website.
After installing the FLV player, go to ZClassroom and get the tutorial you want. When the tutorial is downloading, you will see the light grey download bar moving across bottom of the ZClassroom Flash player. When it gets to the end, the .FLV file will be in your Temporary Internet Files folder.
To get the file from the Temporay Internet Files folder, from the browser menu bar click Tools / Internet Options / General tab. Under “Browsing History” click the “Settings” button then click the “View files” button. There you will find the FLV file (.flv extension) (Usually the largest file). Right click on this file and “Copy” it, then “Paste” it where you want to save it. The FLV player that you downloaded and installed will now play the tutorial offline.
HINT: Delete your browsing history before you download a tutorial. The FLV file will be easier to find in the Temporary Internet Files folder.