theory11 — Magic Tricks & the World's Finest Playing Cards

Should I save the Control download to a CD?

I just bought the Control DVD and download and I remember I read something on another forum that said something like when you purchase downloads it is recommended that you save it to a CD or DVD before viewing the download. My question is should I do this? Also I was just curious as to what the purpose of this is.
 
It's great how T11's stuff is unprotected, it means it's easier to back up, to store onto (like said before) an iPod, or in my case a PSP. In fact, this'll be great, seeing as I'm going on a 7 hour flight in a couple of weeks - I'll just pop Control onto my PSP and watch it on the plane :D