Right Click Opens New Window

I am trying to download a sermon. When I right click on the title of the sermon, a new window pops up. The only thing in the new window is a player that begins to play the recording. There does not appear to be anything to 'right-click' and 'save-as' in the new window. I have tried it in both ie and firefox. Will you please be so kind as to let me know how to download?