If you ever played a video or music file online in Windows Media Player and wanted to save the file so that you could watch or listen to it later, here is an easy way to do that.
1. Right click on the icon in the upper left corner of Windows Media Player (just left of the title, Windows Media Player). Or you can press the Ctrl key.
2. A menu will be displayed.
3. Chose Save As from the menu.
4. In the Save As dialog box, decide where to put the file (remember where you save it)
5. Click on the Save button.
6. That's all there is to it.