If you just want to save a copy of the file you should be able to do this through the desktop connector. Swap the two file paths show in this post. Things to note this will only download the latest published copy of your file, not the live file. It will also download a zip file containing all of the live file links. It should work though.
Another method would be to get some web coding on and automate a mether to download it directly from the web page or of course as @jacob.small said forge is the best method.