How can I download instead of stream?

[sracercelica]

Hi, I am new to Android and I am coming from a Palm Pre. With my Pre I had an option to to either download or stream when I would clink on a media link. Is there any way of downloading instead of streaming say a video on the Evo?

 

[takeshi]

You're tried pressing and holding the link? People always seem to overlook the long press.