You can download your video messages to your computer's desktop by clicking on the download button. It's available through the messages interface. See the image to the left.
Messages will be stored in MPEG4 (mp4) format and should be compatible with whatever video player you have on your computer, such as Quicktime on the Mac or MediaPlayer on Windows.
The file name will be a bit long. It represents an internal identifier used by Eyejot. However, you can easily change it to a name that better represents its content or identifies the person that sent it to you once it has been downloaded.