no dat file in temp folder

[Noni]

hi!
i've made a good use of what i read here yet, but now i want to save a video from the internet that i can't find in any format in my temp. internet files folder.
I have no idea what i should save or convert, sdp won't work neither because the site doesn't allow me to view the video's properties, so i don't know it's address. although it wasn't a problem before, because there was a dat file in the temp folder, from which i could get the address. but this time nothing.
please help me get this video somehow:
http://www.artistdirect.com/nad/window/media/player/video/0,,4015367,00.html

[Noni]