Saving the Winamp Download

[Chacho]

I am new here.

Please excuse my extreme lack of technical knowledge,

but how do I save the Winamp Program Download to my remote hard drive, so that if I want, I can install the program at some time after Winamp has pulled the download off of the internet after December 20th ?

I have already copied and pasted it from my downloads folder to my remote HDD, but I do not know if this is correct.

Thanks in advance to any replys.