If you want to download the videos to watch later, or to happily play them faster, skip ahead etc, then you can grab the .wmv files instead of having to watch them in a browser in silverlight. I like to increase the play speed in parts and silverlight...
I was flicking through some MSDN help pages, when I noticed this topic on Component Authoring: Isn't it nice how "special" Microsoft views VB folks. Obviously anyone using C# doesn't have this issue, it's just the people using VB...