is this poosible

[Lue_chin]

hello friends i have a confusion when i give the command to download.php page then it start downloading with my tag but file not store on my server means for ex : man loo url hai http://mr-jatt.com/song-mr-jatt.com.mp4 too main ise ese download karwana chata hun Website Hosting - Mysite.com aur ye mere server pe store naa hoo
cause : kyonki mera server slow hai toh pehle jab ye mere server pe download hotta hai to speed slow karta hai par esa nahi hona chaiye jese youtube ki videos download hotti thi wese kujh ho sakta hai