The site does not have a download option.
I can save the page using Google Crome by CTR-S, but the version I have saved in this way does not work.
It is better to download the actual code from:
(this link is from the bitaddress.org site, no need to trust me :-)
** For extra security, boot from a Linux LiveCD so that any trojans, viruses, key-loggers, etc you have on your "normal" computer are not able to interfere with the paper wallet creation process.
More good security tips here: https://bitcoinpaperwallet.com/#security