<A href="paste the link you copied in here">link</a>Then save this as, say, "page.htm". Open this document in a browser window. Right-click on the link and select "Save target" - and hey presto, you can save the actual file, not just a link! (Doesn't always work, but it's the first thing to try!)
>> http://www.webattack.com/get/asfrecorder.shtml <<
Or, you can try to get it from here, although Tripod isn't keen on file downloads...
Now, I'm sure that Microsoft don't allow you to save the file anyway because they push Windows Media as a file format which is a more secure way of streaming copyright material... but if the material isn't copyright, then they're holding back valuable functionality from Media Player. Which is, in my view, inexcusable. Streamed content cannot be protected in this way because it has to be sent to the remote computer in order to be viewed - and you can't control what the remote computer does with the data. Nice try anyway, though, Microsoft.
Note: This technique of looking for the actual file location can be used to get RealMedia streamed files, too. Like many such tricks, it doesn't always work and there are ways to set up a site so that the content can't be downloaded in this way. But it works with a fair few. Failing this technique, buy a male-to-male stereo jack cable and record the input using a program such as Cool Edit 96 whilst you're streaming it. You only have to listen to it once... tidy up the result and encode it to an MP3. Hey presto!
There are ways of getting RM files to other formats, too... you should check out http://animetools.cjb.net for assistance with encoding, grabbing movies from your screen, and some useful links.