The 'Load to Local Disk ... ' message refers to an option to be set on your browser.
Actually, that reference was to an option on Mosiac. I don't know that such an option is listed anymore in Netscape or Internet Explorer. Have you tried right-clicking on the link for the netCDF file to save it? In Netscape, right-click and choose the "Save Link As..." option -- in IE, right-click and choose the "Save Target As..." option. You should get a dialog box that allows you to save the file where you would like.
-- Michael Bell