How to download videos from Yahoo Japan GYAO!?

I'd like to help with this, but I'm currently at my dad's house for the next few days, and the internet speed here is basically sub-zero so there's not much I can do. If nobody else has helped you by sunday, remind me and I'll see what I can do. In the meantime, try out this guide I found and see if it works for you: forum.videohelp.com/threads/372130-Please-help-me-download-from-Gyao

EDIT: JUST TO MAKE SURE YOU DON'T WASTE YOUR TIME, SKIP TO THE LAST LINE BEFORE DOING ANY OF THIS.
I'm not really either, but I tried my best to wing it using that guide and some previous knowledge, and here's what I came up with (sorry if it's a bit rambly; it made more sense before I accidentally deleted everything and had to rewrite it from scratch):

1. Connect to a Japanese proxy server using the SoftEther thing (I'm assuming you already got this far)
2. Using Video DownloadHelper (if this doesn't work, try a newer version), start playing the video in the highest available quality (in this case, 480p) and look for video files on the page. At least one should pop up. You won't be able to download it, but you can copy the URL of it using the "All actions" feature. It should look something like this:
(NOTE: If two videos show up in the DownloadHelper menu, one of these will be 360p and one will be 480p. You won't be able to tell which is which from the links, but we'll get back to this).
3. Download ffmpeg if you don't already have it installed: ffmpeg.zeranoe.com/builds/ (use either of the static builds, depending on if your computer is 32- or 64-bit). Extract the files into their own folder.
4. From that folder, run the "ff-prompt.bat" file and paste in the following code and hit enter:
(replace URL with the long link you got from step 2. leave the quotation marks as they are)
5. It should start downloading the file as "output.ts" into the "bin" folder in the place you installed ffmpeg. At this point, you should look through the data it spews at you in the command prompt, and if it says the file it's downloading is 360p, and you wanted it in 480p, close the program and try again with the other link from DownloadHelper. You can gauge the progress of the download from the "time=" part, where it tells you at what point in the duration it's currently at.

Once that finishes, if your only mission was to have the video on your computer in watchable form, you can stop here. You can play the output.ts file in VLC media player with play/pause controls. It kinda sucks though, since the duration timer is nonexistent, and trying to skip ahead/behind breaks it. So here's how to get it into .mp4 format without any re-encoding (no loss of quality):

1. Download a program called tsMuxeR: www.videohelp.com/software/tsMuxeR Extract it into its own folder.
2. Open the tsMuxerGUI.exe file and click "Add". Import the "output.ts" file from before, click "Demux" near the bottom, change the directory to whatever is convenient for you, and then click "Start demuxing".
3. This should separate the video into two files: a .264 file (the video) and an AAC file (the audio).
4. Download and install a program called My MP4Box GUI: www.videohelp.com/software/My-MP4Box-GUI
5. Open the program. Import the video stream, and then the audio stream, in that order. Then hit "Mux" and let it do its thing.

After it finishes, that's it! You now have the video from GYAO in .mp4 format.

Though, all of that's only necessary for you to attempt if you want to download the other episodes as well. I already did all this for the one you linked, and mirrored it here: pomf.amatsuka.com/a/zwbnkq.mp4 To save it, right-click on it and click "Save video as".

Sorry for the late response. Got a screenshot? This is what it looks like for me when I do it:

Firefox. But even if you can't get this method to work, apparently there are other methods of finding the links. If you're on chrome, one person in that guide says to hit Ctrl+Shift+i to open up the developer tool, and then use it to search for "m3u8". They also attached this picture: forum.videohelp.com/attachment.php?attachmentid=31999&d=1433139961&thumb=1