mansi sharma 7 Junior Poster in Training

I added nedia player on mine form.
On Button click, In media player video starts.
Suppose i write.

AXMediaPlayer1.URL="http://www.voanews.com/wm/voa/europe/alba/alba1700vb.asx"

Now the Video starts.. I want that on Save_Movie Button, Video that is Running in media player is Saved in computer.can Somebody tell me from where to start??