Hi @blairharrington
Welcome to the Roku Community and thanks for posting regarding your inquiry.
Please be aware that you can only download from within a video. However, you can use an SD card to do continuous recording but will have to remove the card to download the saved videos via a computer.
For more information about recording videos through a SD card, visit our Support page here: Install a micro SD card in your camera
Thanks,
Danny
Danny R.
Roku Community Moderator