If it's a Quicktime or Real Media file, then it will load into your cache, so you could browse to your temporary internet files (if you're using IE) and retrieve it from there.
ok thanks all...I used the link that Muzikool posted and after the movie downloaded into IE I right clicked it and saved source under the quicktime options.
I'm sure other people knew this but I'm slow and if there are any other slow people here that's how I did it...rep for MZ and Lee
thanks again
sorry fish posted before I knew you did...thanks as well