First, I'd have to answer your question with a 'no.' Some are self-contained, allowing you to download the swf file, and some are set up in a way where all applicable files are easily accessible. With that site it's not the case...I saved the files to my computer but received error messages every time I tried to launch the games. Thus, it appears it's been designed so you can only play them online.

Second, I'd steer them towards another site, such as Yahoo, which has those games and many more. I'm not sure how old they are, and I don't mean to intrude, but I wouldn't approve of a lot of the content on that site. (Take a look at some of the titles and photos..."Paid Sex," "SeXclusive," etc.)

Third, if they want to play online flash games such as table tennis, your best option is to set up a router, splitting your internet connection between the two computers, so that they can play the games while you're working. You can find routers at relatively cheap prices (under $30 on sale) if you check the local circulars, and will stop the 'Mom, Dad, can we play now?'

Hope this helps,
John