if you want to download a flash file from a page or something like this? make a new html page on your desktop, go into the source of the page with the flash on it, do a Find for .swf, copy the link "www.somepage.com/somefolder/someflash.swf" for example. then make on your html page on your desktop the same link:
<a href = "www.somepage.com/somefolder/someflash.swf"> download flash </a></pre>
save the html page, open in browser, right click 'download flash' and press 'Save Target As'