Download video by giving a url on handheld devices

I want to fetch and save a video from my server. (e.g. from http://Sameer.com/SampleVideo_360x240_2mb.mp4) Is it possible in unity? I want to save video and then play it using Handheld.PlayFullScreenMovie() sometime later in the game. I know how to fetch video and use it as a MovieTexture (in Ogg Theora format) but that doesn't work on handheld devices.

Thanks in advance