In another video they show 4 of them working together to lift a 1.2 kg structure, and they don't seem to have much trouble with it. It also shows a single copter lifting a piece of 2x4 several inches long, but doesn't give the weight. As just a ballpark guess I'd say these things probably max out at lifting and flying with a little under half a kg, they don't seem to have any trouble with at least .25 kg. The columns in the video linked at the top of the page are most likey a lot lighter than that, simply because there's no need for them to be heavy.

EDIT: that piece of 2x4 looks to be about 12 inches long. Assuming the wood is pine (likely, and also light), and using 350kg/m^3 as the pine's density (http://www.simetric.co.uk/si_wood.htm the lightest figure quoted) that works out to about .55 kg. (http://www.wolframalpha.com/input/?i=350+kg%2Fm^3+*+%282*4*1...). Quite impressive.