I don't think so. You can play it or not is all. You can certainly keep the URL and literally play it later but you can't have it buffer and then play later, if that's what you mean?

Software can't really clean all your various caches totally. You have all sorts of cookies all over the place that need cleaning by hand. Go to "My Computer"/Local Disk/Documents and Settings and make sure "Administrator" Cookies, "Default User" Cookies and "your own" (whatever your name is/what you've named your spot on the computer) Cookie bins are empty. You don't have to get rid of the index.dat or, if it's there, your desktop.ini files, just the cookies. For example, I just deleted 463 cookies and I clean regularly. If they aren't doing any "harm" your software isn't going to care about them but they'll mount up and make your software run slower.