By default, you need QuickTime Pro if you want to save a QuickTime movie embedded in a web page, because the Save options are otherwise grayed out. I found a way in Firefox to help with this: I installed a plug-in named Unplug. This plug-in adds a little green fish to the right side of the address bar.
So when you're viewing your movie in Firefox, click the fish, and a page with all video links will appear on the screen. The one playing is checked with a green marker. Just control-click on it, select the Save to Location menu item, choose a file name and location, and you're done. The media will download to your disk.
It also works with with popular site like YouTube and more.
[robg adds: There are many ways to grab QuickTime movies from various browsers, but this little plug-in makes it about as easy as possible.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20070120032917121