How do I save .mpg from site?

http://www.lhbc.net/Aarons Stuff/KP Sermon.mpg

I want to save this onto my computer, but I don't have quicktime pro. I can open it with windows media player, but how can I save it the file?

Thanks

 

Heh perhaps not in the right place but preety good if you're an adept of youtube and dailymotion (so streaming movies's sites)

First way is to download "vdownloader" a software to download movies from streaming sites.

Second is to download a Screen Video Recorder software to record a video in real-time to save it in your choice of format.