Videos are directly streaming onto my default player. Want to open in Opera so I can download it

I have been using Android for the last week. I have Opera for browsing. I download videos from a website directly thru Opera. While downloading it asks me whether to open the video in Opera or default video player of my mobile. Accidentally I once clicked on the "make it default" option and it was directly streamed to the video player. After this it never open in my Opera to download. Because of this I can't download videos into my mobile. If I try to search the name of the video player I cant find it. And please help to restore as it was before.