First, you'll have to set quicktime to "save movies in disk cache". That's easy enough...get a quicktime window open in your browser and click on the down triangle button on the right side of the window. In the new window that pops open, choose "Save movies in disk cache".
Now...assuming you're on Windows XP, it should be in C:\Documents and Settings\<your user name>\Local Setings\Temporary Internet Files. Assuming it's a quicktime file, you'll have to sort the files by type and view each quicktime file until you find the movie. Local settings is a hidden folder, so you may have to turn that option on. In an explorer window, tools->folder options->view->show hidden files and folders.