I will be using Safari 4 but Safari 3 should work fine too.
Step 2: Opening
Open up Safari and go into the window tab. Click the button that says "Activity"
Step 3: Video
Next navigate to a window with a video on it. The Activity window should change. Look for the file on the list that is large (in megabytes) and if the video hasn't fully loaded then it should say that only a certain amount of megabytes have loaded (ex. 4 out of 6)