Internet Explorer comes with a great RSS integration and by using that we can download the recording of MIX11.
I have the channel9 MIX link http://channel9.msdn.com/Events/MIX/MIX11 and after I open it in IE you get to see the RSS
After that I choose the type of video I want to download and open Zune (installed locally).
Now you download as you want
.. or just search the marketplace and learn it's already been added there :)