also....some sites embed files in such a way that they are only played thru a protected link and cant BE saved easily...but.

in many cases, when you play a video or view an image, it is stored in a temporary file in your Windows directory...and then deleted when you shut down. So, after playing it, you go look and see if it is there...and copy it to another file where it WONT be deleted!...I have done this several times....