The ability to save is present in the QuickTime Pro version of the plug-in. On the right side of the control bar is a downward pointing triangle 
which, when clicked, displays a pop-up menu containing two Save options (Figure 1 and 2).
Figure 1: QuickTime Pro plug-in save options (Microsoft Windows).
Figure 2: QuickTime Pro plug-in save options (Mac OS).
You may choose to save the the movie as a QuickTime movie or as Source. Saving as a QuickTime movie includes the entire movie contents as a self-contained file. Saving as Source saves a reference or a pointer to the movie. When you attempt to play a source, it looks for the entire movie at the location saved within the source file.
Note: Webmasters have the ability to disable the save function. If you have QuickTime Pro installed and cannot save a movie, contact the Webmaster to see if they have disabled the save feature.