If you want to watch any of the PDC 2008 sessions, you can simple peruse the session list at:

http://sessions.microsoftpdc.com/public/timeline.aspx

select the session you want to watch and click the "Watch Session Recording" icon.

On the other hand, if you want to download sessions, you might do better referring to the following feed:

http://channel9.msdn.com/posts/pdc2008/RSS/?tag=videos

From here you can just right-click the linked wmv and "Save Target As..."