Do you have QuickTime Pro? If not, I don't think you can save a movie directly from the browser. Even if you have Pro, some movies won't be allowed to get saved.
But I think this trick should work in any case. Open the Terminal application (inside /Applications/Utilities). Then type (assuming the QuickTime movie is in the browser window):
Code:
cd /tmp/501/TemporaryItems
ls -la
The 501 number would be correct if you're using the first (and admin) account that was created on the Mac. Else it would be 502 and so on. You should see a listing of files in there. The file name will be QTPluginTemp<some number>. Copy this file to the desktop. Like this:
Code:
cp QTPluginTemp1362695 ~/Desktop/harry_potter.mov
Now you can double-click the file to open it in QuickTime Player.