How come nothing happens when I right-click on the audio control panel?
First, make sure you are clicking on the little audio control panel and not somewhere else in the preview box. Once the file is playing put your mouse over the ‘Play’ button and right-click. Normally you should see a little menu popup with a Save As or Save Target As option available. Left click on that option to save the file. This can also be a problem associated with some browsers. Some audio plug-ins do not allow right clicking on the audio control panel, so you should download and install a plugin like Crescendo which seems to work just fine.