There are some programs that can record streaming media.
Total Recorder is one program made for recording streaming audio (Real Audio for example). There is a program for streaming Video as well...it has been dealt with in this forum, but I think that was in the Dutch forum
Lotus Screencam is mentioned (don't know if it works)
Another suggestion I found was opening the link in notepad, then copy/paste the link in GetRight...perhaps that works
Another suggestion I found was that you need a patched version (full version patched) so you are able to save certain files.
Hope this helps.