Have you try to play it with out the Internet connection?
If you check the size of the file you will see that it is 1K.

If you use NotePad to open the file you will see that it is like a HTM page.

>I did it and I got a file called "vfoxpro300.asx" saved to my hard drive that plays in the media player when I double click it. Are you right clicking the graphic that says "300 K"?