See
How to Downld whole albums & Albumwrap.
I just tried the process again with .wma file. It does go to Library. But might not be listed where you expect it to be seen. Remember to save as a QuickTime Reference movie, not a self contained movie. However, a self contained .mov file does also seem to work.
Arrange the iTunes Library via Date Added temporarily so it shows most recently added file. Sample image in this post:
http://www.gnutellaforums.com/genera...tml#post321049