Saving Video Downloads

Greetings to all.

Technical question: Is there a way of saving videos directly to one's harddrive as you are watching them? It would save data download wastage when re-viewing them, not reloading them over and over from source. I am hoping there is a setting which would allow this, or a programme/website which shows how to do this. Your help/comments is/are appreciated.

Any ideas pdela, anyone?

http://en.kioskea.net/faq/140-how-to-capture-streaming-videos-from-the-internet

I have found that the RealPlayer programme works really well, which is freely available (just do a Google search). It creates a small tab at the top right of any youtube video asking "Do you want to download this video" - easy to use.

KeepVid is working well for me. Good alternative to YouTube downloader, which I found to be erratic.