Well it is somewhat of a 'strange' procedure. There's two ways you can do it. Easiest is to download fraps, even if it's the trial version, and then just open Fraps, play the AH film in full screen, and capture it with fraps.
Or, you can use the built in converter, which for me, can be a bit of a hassle. Open the film, click "Save as AVI." Check the size and fps that you want, and hit "Ok." I go Microsoft Video 1 at full compression, as that's what I've been told to do. Click ok. Then, this is where it gets old. Mine gets all weird, as in a little box appears as if it tries to play through it, but it just freezes in the tower. By chance, I found that if I then navigate back and select the film again, it then runs through it and converts it to an .avi format. Hopefully it works easier for you.
donkey