"save as"
 

Is there a way that I can figure out what the file I am downloading is saved as, or
is there a way to save all video files as .ram (for instance) and all audio files as .mp3 (for instance) and all images as .jpg (for instance)?
Do I have to save it as a document-type file, why can't I save it as a characteristic-type file
(like .txt for text documents)?
All the video files I want are downloading as Limewire documents (and some audio files), as opposed to Quicktime or RealMedia.
I am using a Mac now, but this question would refer to both, since I use a PC at home.
Here I am behind a firewall.