Saving a running QuickTime MOV file

[RBH]

I'm running Windows XP, and have version 6 of QuickTime.

Very often I'm on a site where QT movies are available. Sometimes, one can right-click on the movie, and save the file to hard disk. Other times, one can only left click, and have the movie play. But, since in order to play the movie, one must download the file, is there a way to save that file as an MOV file to retain it on one's computer for future replays?

Thanks for any help here -

Ron Hirsch