novice - save audio/video file | Advice Corner | Forums

I know this is so simple you all have likely forgotten the answer.  I don't even know if I'm allowed to do what I want in this case. 

I received some teaching links and I want to store the lectures on my drive so I can re-access or share them. 

Installed download helper for ffx but it's not doing anything--I even clicked on a couple places and it didn't appear to be doing anything ;-)

Am too cowardly to upgrade from Vista to Win7…can't find the equivalent of XPs Temporary internet files so I can change the name and move the file.  I can't even figure out what document name to look for.  *.tmp and the filename from right clicking online and displaying Page Source info gave me nothing

When I played it, it didn't appear to engage WinAmp or WMP. It was audio with what appeared to be power point slides.

Happy to include the link if it will help someone tell me what to do.

 Thanks.