26th September 2010
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Join Date: Jan 2003
Rep Power: 25
Do we talk about a stream that you want to save ? If so, you must save it before ending (probably better hit pause button). If you try to save a youtube file, for example, better use a dedicated software such as aTube catcher.
If it's about a file that is on your hard drive or an optical drive, save as it's what you need. If you don't close the file after finished playing, it will be saved OK. But it won't include the subtitles.
Both cases, you need to save it with the proper extension (AVI, MKV....or FLV if it's YouTube)