You can even burn your WMV videos to DVD Disc, then play on DVD Player. 
Internet provides bountiful resources for people to achieve all kinds of materials and information. You might find some awesome WMV videos or movies on the web and want to save them to you Mac or put them to your iPod, iPhone, PSP, etc. so you can enjoy them on the go and whenever you want. This article is about how to download WMV videos from the web.
For some WMV video sharing websites, you can just right click or Control + left click the video and select Save source as to save the video to your Mac. Safari required QuickTime Pro to download the video, while you only need QuickTime in Firefox. So if you don’t want to pay $29.99 for QuickTime Pro, you can just install Firefox.
If you can’t save them directly, try to download them this way:
* Step 1: Right click the blank space of the webpage and select View Source in Safari and View page Source in Firefox.
* Step 2: Press down Command and click F to quick search the video URL with key words. For instance, enter Video and look through to find the URL.
* Step 3: Copy the URL and paste it the address bar of your browser and click Enter. There will be a pop-up window asking whether to save or open the file.