Yeah. There are two ways actually (right clicking and saving as - with the rb extension - is the easier).
The cut and paste method is used when you actually open the script (which is a simple tet file actually) in your browser. THEN select all (Ctrl+A) and cut (or rather copy: Ctrl+C) and pate it into a simple text editor like Notepad (never World or such).
Now you can save it (with the rb extension ) in your Plugin foler.
It is actually a good routine to have look into the script as well since many authors provide a simple explanation inside - sometimes very important info like if other scripts are needed to run a particular plugin.