Temporarily Copy video that is viewed on network

[Danage]

I share a lot of videos/movie/music with my family via the network, shared from my desktop.

Now whenever I shutdown my computer they instantly get cut off while midway of watching something.

I want to know if it's possible in VLC player or any other means to make it so that when they watch a video it will temporarily copy the whole file to their computer so that I can restart/shutdown my computer without disrupting their videos/movies.