converting .swf to .mpg

[norman]

I have been asked if I could download and then transfer to a CD some
sound files from a website dealing with practice exercises for students
of French.  I can play the files in Firefox OK and I can download the
files to my hard drive as .swf. Despite searching I am unable to find
out how to convert to a .mpg file which I could burn to a CD. Could some
kind person help, please. I am using Ubuntu 8.04.

Norman