If you have a dial-up modem or slow internet connection this is the better option. It will buffer the sermon while you are listening so you do not have to wait a long time for the file to download.
Download the sermon to hard disk
click the right mouse button
If you have a faster internet connections such as broadband. This has the advantage of being able to keep sermons for future listening, burn to CD or copy to a portable device such as an MP3 player or iPOD. To download the sermon, click with your right mouse button and select "save target as" or "save link as" (depending which browser you are using).