Saving flash

So how do you save flash items, (games, cartoons, etc) to your HDD? All I've been able to save is the web page. I didn't want to look like a dummie, but How do you do this?

 

*bump* Still feeling like a dummie.....

 

What I do is look in the page source for the directory or URL its kept in.

THen put it in the address bar of the browser, run it, then save as

 

Thanks Adryn, I'll give that a try. I appreciate your response.