As above, you can't.
You don't have control (I expect) over your user's PC so they can do whatever they like with stuff they play on it. You can make it slightly more difficult but there are tons of video grabbing plugins for browsers that make it very easy. The chances are that you will just end up making your site harder to use for legitimate users.
If the video has any value then it will get downloaded. If it doesn't, it didn't matter anyway.
Please think of another approach to this.