Android 2.2 Default Browser: Save media for later playback?
When downloading audio or AV media in the default browser, is there any way to download a file for later playback? For example, this page on the Radio Mick Danger site lists episodes from a radio adaptation of Isaac Asimov's Foundation Trilogy. When I used my old Windows Mobile phone to click on these links, a small popup would appear with the three options Play, Save , and Cancel. For a number of reasons, I often find it more convenient to be able to save a number of episodes from the Mick Danger site and then listen to them later at my leisure, for example in places where the carrier network isn't great, or in situations where one's asked to shut down any mobile connections.
But I can't do this on my new Android based phone. If I click on the links in the website I linked to above, everything just plays immediately. I can't see any way to save the material on my SD card, but not listen to it right away. Podcasts are a different matter; those work fine and I can save them as well as play them by using a typical podcatcher.
Is there some option I can set somewhere so the browser will let me make these choices when I click on a link to an AV or audio file?