If only you had supplied the URL of the content or page you needed help with, maybe that plus the WEB BROWSER and OS you use, someone may reply with some procedure to capture such.
BEWARE that just because it's on the web doesn't mean you can include it in a public performance. They can get testy about that.
I am an educator and use PowerPoint in some of my classroom lessons. When I want to download a movie trailer I simply right click, save target as, and save, providing if it's a window media player, quicktime, etc., file or the like. However if is says "HTML" document it won't let me download the file on a slide to play. I am using a PC, pentium IV, windows XP, PowerPoint 2000 and 2003. Is there software on the market that will allow me download a flash program or a HTML file on a slide?