dat file from webpage - want to save as WMV or something for later

Hello,

I went to a web page - played the video - it appears to download as a dat
file. It opens in Windows Media Player. I can open the dat file in my
browser files but if I place it anywhere else on my hard drive it won't
open. I tried renaming it to WMV it won't open. I can't save as in
windows media player.


Thanks


.

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