Temporary internet files folder question

[pilgrim2u]

I was told when you listen or watch a video on the net it is saved(stored) in your temporary internet files folder.
I read this message below. I cannot find such wav files or real audio files.
Are the files hidden? I just find tons of cookies
XP home

"If you look in your temporary internet files folder, you should find an asf or asx file. Sort by date and find the latest one. "

What am I missing? It would be nice to open it from my HD rather than the buffering on the net

thanks

 

[mundane]

I'd do a quick search of the Hd, for *.asf or *.asx. Make sure the view options are set for Hidden Files and Folders, maybe System as well. Then you can be sure if you don't see it, it isn't there.