In IE8, we have to head to the Temporary Internet Files folder which stores all rendered files during a browsing session.
(It can be directly accessed from here in Windows XP -
C:\Documents and Settings\Username\Local Settings\Temporary Internet Files.)
Go to the IE Menu bar. Click on Tools – Internet Options.
On the General tab, click on Settings under Browsing History.
The Temporary Internet Files and Browsing History box opens up.
Click on View Files. You will get all the rendered webpage elements in this folder.
To rummage about effectively amidst the mass of files, choose View – Arrange by Type from the menu. Also go to Tools – Folder Options, and uncheck the Hide extensions for known file types option.
Seek out your SWF files, copy and then paste it to your preferred location.