Mediafire

When you download a video from Mediafire,
it just opens up WMP and starts playing it without actually saving it to your computer.
How do I get it to save it so I can watch the video later or (in the case of cutscenes) use it in WMM?

EDIT: If I had posted this in the Spam Zone, I might have gotten some help by now -_-;​

 

http://www.mediafire.com/?4ldm4jvdznd ​

 

When I try right click -> Save target as, it saves an HTML document for yahoo hotjobs.

Left click starts up WMP.

I'll try getting a download accelarator.

EDIT: I got that Star Downloader thing you recomended, and it works fine now~​