A few months back I wrote and application called the PDC downloader and Viewer and released it at CodePlex.
Over the last couple of weekends, I kind of updated the application, so that it can also be used to get the Mix 2009 videos. So now it is a more of a generic Event video downloader and viewer. If MS continues to use similar naming conventions, this application can be updated quite easily to download and view videos from other future events too.
The new version 220.127.116.11 of the updated Event Video downloader and viewer is now available for download from Codeplex.