If the MP3 isn't trapped in a Flash or Silverlight player, this will work:
In Safari, go to Window -> Activity in the menu bar. In the Activity window, you'll see a list of each page you currently have open. Find the one your MP3 is on and look through the listed files. The list shows every file on the currently open pages.
Select the address for the MP3 and press Command (Apple key) and C at the same time to copy the address. (This part is the tricky part. If the page it's on has a lot of other files, it can sometimes be difficult to identify the right one.)
Now go to Window -> Downloads and press Command and V to paste the address into the download window. This should cause the file you selected to download to your default location for Downloads (usually the Downloads folder within your home folder).
Once it's in your Downloads folder, you can just drag it into iTunes. And of course, once it's in iTunes, you can sync to your iPod.