Movies are saved automatically in apps document directory, from there you can download them by connecting to iTunes or by moving them to camera roll (from version 1.1).
1. To move chosen movies to Camera Roll simply press 'i' on main screen and look for 'my recordings' button in bottom left corner of the screen. From there simply touch movie to watch it or press arrow on the right to move that movie to camera roll (don't worry - you will need to confirm it).
It will take few seconds to few minutes based on size of the movie. After that this file will be deleted from application but will be available inside Camera Roll in you iOS device.
2. All movies that you recorded are available in iTunes if you connect your device using USB cable.
After connecting to MAC or PC simply open iTunes, go to your device and there open 'Applications' tab (where you can add, remove or updates apps). Scroll down. You will see section called 'Sharing files' and there, among others, this application ('Camera Car Recorder'). Simply select it. On right of the screen you will see list of all recorded movies. Select one or more of them, then press 'Save..' to save it.