Quicktime mp3, save as, problem

I'm a student and I'm getting a lot of links for lectures in school documents but I seem to be only able to either have the link open in the window and listen to it there or get it into my iTunes and have an audio stream link. What I can't seem to do is right click and save as to save it on my hard drive so that I can transfer to my iPod. Oh not unless I buy Quicktime Pro which I don't want. Any way to do it with regular Quicktime?