When the gray bar has gone all the way to the right, the file will be in your Temporary Internet Files folder. With a fast connection this will finish long before the movie has finished playing. With a slow connection it may take the file nearly as long as the video is long to finish uploading to your computer.
Copy the video file to another folder on your computer. You can now insert the file into your web authoring program and upload the video file to you website.
If you don't know where your Temporary Internet File folder is located, you can find it by opening Internet Explorer - click on Tools from the top menu bar and select Internet Options. Go to the General Tab and look for Temporary Internet Files area and click on the settings button. The middle of the next page will show you the current location of your Temporary Internet File folder.
The line of html code needed for playing the video is <EMBED SRC="YOUR MOVIE FILE NAME.mp3" WIDTH=240 HEIGHT=45 AUTOPLAY=true CONTROLLER=true LOOP=false PLUGINSPAGE="http://www.apple.com/quicktime/">