Where can I find a song I played in Firefox?

Went to the following website, http://www.purevolume.com/riesinclair , and
clicked on the grayed out "download" button for "Just You and Me". I
didn't get the normal download/save window. The song just played in it's
entirety. Has Firefox stored it somewhere in it's temp files? Where could
I find the song on my harddrive? I know it's here somewhere as each time I
play it, I don't have to wait for it to download again (I'm on dialup).
There's no place on this site to purchase the music and I can't find it
anywhere else. I've looked in several folders in Windows Explorer. I
tried right clicking on the website's player thinking I might get a "save
as" window. Help!....please
Monica