For example, go here: http://mthtrains.com/20-3280-1
Click on the "Support" tab.
Then you will see among other things a bunch of icons. One says "protosound".
I'm using firefox. If I left click that icon with firefox, I get a dialog pop up to save the .mth file to a local file.
However, you can also "right click" and follow the "save link as" option. I believe this is what works under chrome also.
It's similar I believe for other engines but the protosound3 isn't one file -- it is (usually) a .zip file and contains both the .mth and .crec files.... if memory serves.
Working for you?