First you will have to make the recording. If you do not know how to make a recording, see this FAQ on Creating Recordings.
Downloading Event Recordings
To download an event recording, click on the event title from the Event List page, and then on the Event Recordings link in the Event Management area.
Notice that there are two kinds of recordings available for you to download from this page.
To download a recording file simply click on the link you would like to download.
Downloading Non-Event (Impromptu) Recordings
Click on the Control Panel tab, and then click on the Recording tab:
If clicking the download link does not work properly you can try to download by instead right-clicking the link, and selecting 'Save as' or 'Save Link as' depending on the browser.