Well I wouldn't say saving SWF files is hard 'cause its not!
All you have to do is look into the source code of the webpage and look for an embed tag and see the link to the swf file, copy it - paste it in your browser and press enter and then just simple save the page, I mean the swf file!
Now...
people that have used it before is it safe. I just jailbroke my ipod touch 3.1.3 with sprint jailbreak so is it safe to do? How can you download apps and do crazy things with the ipod touch after it is jailbroken?