Richardk is right, Audacity + Wave input is a very flexible combination. Otherwise, I used to use keepvid.com, but a range of choices is probably a good idea.
Now I've got a Mac, I know where to find the cached file so I just save that. Windows probably caches it too but I don't know where to find it.
While I listened to it, I saved it anyway, in flv and mp4 formats, if you should still want a copy.
And thanks for the goose-bump moments, it's a fine rendition. I should say for the benefit of the rest of the guys here that this song is a very moving anthem common to all the Brythonic Celtic nations - that's Cornwall, Wales, and Brittany, in contrast to the other half of the Celts, Ireland, Scotland, and Isle of Man. I personally know it best as the Welsh "Land of My Fathers". The usual place to hear it was at a rugby match between Wales and my native Scotland, so I tend to think of it as the prelude to my lot getting a good thrashing on the rugby pitch.
Have you heard the version by Breton folk-rock singer Alain Stivell on his album Brian Boru? He sings it in Breton, backed by the sound of the Welsh singing it at their then national rugby stadium, Cardiff Arms Park. It is just great (and is definitely my favourite of all songs sung simultaneously in two languages neither of which I understand).