Lost video clip

My daughter sent us a link to a video clip of our family that she put on her family website. I clicked on the link and the clip opened and played on Windows Media Player. She switched websites and lost the clip in the move. I didn't save the e-mail with the link. Does Windows Media Player save the clip somewhere? I didn't try to save it I just played it several times. I use ccleaner to clean clutter every day and I don't know if that would remove it. Any suggestions on how to locate it. Thanks, Jack

 

That's what I thought. I guess I shouldn't be so diligent cleaning out all the junk. Thanks, Jack