if you're attempting to save a QuickTime movie that the website wouldn;t normally allow you too. Within the Activity window you'll find the page you're browsing with a disclosure triangle. Flip it down and you'll see all the elements, their full paths and size. Included will be the movie you're viewing.

Double-click on the movie and it will load into its own browser window. After it has finished, you can do a Save As. This beats using WAFInspec and Explorer-saved WAF files.