... tonight I learned how easy it is to save QuickTime clips in self-referencing format (okay, this is probably not a big deal for Big Media types like Rob and Ultra, but I'm new at this):
All you need to do is view source on the web page with the QuickTime clip you want to capture. Open up QuickTime, and select "Open a url in a new Viewer". Once it downloads the clip, just select "Save". Make sure you select "Self-contained clip" so all the media is saved as one file.