Need Help Copying music?

I want to copy just the music to a link I got. It pops up in windows media player. Also I got another one I want on you tube. I cant find the song anywhere. I would pay for it if they offered them for sale but there not. Here the link to one I would like to copy to a hard file onto my desktop. I would like to have it before it disapears. a href="http://mfile.akamai.com/5020/wma/rus...ysbitching.asx" rel="nofollow"http://mfile.akamai.com/5020/wma/rus...y…/a