Media Player - saving www files to hard disk

[Rob C]

I have Windows Media Player 9 with a number of Playlists containing Video Clips downloaded from the Internet (movie trailers etc). They have a “www” in their address title but when they are played they seem not to come from their original source but are on my hard disk somewhere. Can I transfer them to my hard drive properly so that I can edit them?

Thanks in anticipation

Rob C