I'm watching a streaming video, an .asx file in Windows Media Player (on XP Pro). I've noticed that there is no way to save this file to my hard drive. I've looked at the .asx file text to see the URL ...

I was trying to play a .asf file although when I move my mouse over the file on the bottom it shows that it has a .asx extension and when I click it and the dialog box comes up asking if I want to ...