If you're using your soundcard it's a 2nd generation copy.
You can use the web browsers cache to copy the file. That way you have the actual media as it was distributed on the internet. Finding it is a whole different story. Not so hard on linux where you can save the cache info and grep, sort, awk, and other things. But basically about:cache in your browsers address bar. Click on the link to disk (or whatever applies). And when you find the actual media item (easier said than done) you can just copy it from the cache folder. Or just use a very old version of a browser that saves the cache as real names. Or a very old version of flash that saves (in linux) the currently playing item in /tmp/Flash*. Copy it locally so it doesn't go away when you close the browser. With recent updates the about:cache way is tedious, but functional. Not so tedious with video because their links will always have the largest filesize. So you can search, sort, and find based purely on filesize. At least if you script it.
For the less tech savvy, there's browser plugins that'll grab most of them for you. Just be advised that every time the site changes things up to intentionally break said plugins, you'll have to grab the latest version of it to regain functionality. And maybe have to wait a period of time for it to be updated to accommodate the new technique(s). Not that you can use any of those potentially copyrighted works for commercial purposes. But from a morality stand point, you're just copying what has already been saved to YOUR hard disk.