Simple! Just go to My Creations > My Videos and click Download HD. The message "preparing HD" will appear for few minutes. When it changes back to "Download HD", click it again and your video will download onto your device.
Please note that users on Macs may not see the download option and will need to use the Chrome browser or the PNP app.
Users on Internet Explorer or Safari may not see the download option and will need to use the Chrome browser.
In some cases, you will need to right click on the download option and select "Save link as" or "Download Linked File As". This will give you an option to name the file, and choose where to save it.
Please see an example below: