How to Grab a WMV from a Website?

[foochuck]

I'm trying to get this WMV file on my computer:

http://video.msn.com/v/us/fv/fv.htm?...=01/64&fg=copy

(It's the new Sopranos trailer)

Does anyone know of software you can use to grab a protected WMV file?

[Schmendrick]

This WMV-clip is not protected its URL is just somewhat hidden.
If you have played the clip and pause it then you can search the memory of your browser with a HEX-editor for "wmv" actually you have to do a hex search for "77 00 6D 00 76" then you can find URLs and if you copy the locations as ASCII-text found you will find the following URL:

http://87.248.216.222:80/a304/o2-ora...v?MSWMExt=.asf

This is the direct URL to this WMV-File. Then to save it follow Baldrick's guide:
http://forum.videohelp.com/viewtopic.php?t=316907
Have fun!
Schmendrick