General saving videos to sd card

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http://androidforums.com – im trying to figure out how to save videos from the web to my sd card. when i click on a video it just opens it up instead of giving me an option to save it to sd card like all of my old phones did. so i wanna know how to save those web videos to my card instead of just watching them if someone could please help me out that'd be great thanx (General)