How to Download American Sign Language Files To download a file to your computer, do the following: Move your mouse pointer to the desired link. Either right-click the link or press Shift+F10. This will cause the context menu to open. Within the context menu, select Save Target As. The Save As dialog box will appear. Within the Save As dialog box, press Alt+I and then use your keyboard's down arrow to highlight a destination drive and folder. Press Enter to select the drive and folder. Press Tab to move to the File name field. You can either accept the default file name or enter a new one. Click the Save button to save the file. (You can also press Tab to highlight the Save button and then press Enter to save.) After downloading a file to your computer, double-click the file name to play it in the Windows Media Player.