I just used VLC players stream record option. But there are a few programs out there, i dont think wmplayer has one built in though.
You can get VLC here
http://www.videolan.org/vlc/ , I personally use it over wmplayer since it doesnt require many system resources to run, and i run a dual screen system so it always helps to free up some processor power.
But yeah you can see the detail alot clearer once you've downloaded it, the video is in very high rez, truely shows what the engine is capable of if this is indeed ingame grpahics.