It's just an embedded Flash video. There should be other programs to allow ripping the video to disk. Once you've done that and have the .flv video file, you'll need another program to transcode the video and author the DVD. Most DVD authoring programs should handle the task, but if they don't import .flv you can use another program to convert it to a compatible format first (MPEG2 for instance).

This program might be able to pick the video from your cache folder: http://www.nirsoft.net/utils/video_cache_view.html

And this program can take an flv and author a DVD from it: http://www.winxdvd.com/resource/convert-flv-to-dvd.htm