To download the video file to your device, right click on the link below and choose "Save target as..." or "Save link as...".  Then specify your subdirectory and filename.  This also applies to the "Direct MP3 File Access" box below.  Note to Android users:  a long press is the same as a right click.
http://twincities.cogwa.org/uploads/media/Sermon%20Files/cogwa-20140531-Pitfalls-CoryErickson.mp4