Look up a program called StreamTransport.
I have never used that but last year I did discover a great download manager called Internet Download Manager and it downloads almost every streaming video I've seen (it is even able to grab brightcove videos :o). This program, coupled with the IDM firefox extension, does wonders. I liked it so much I bought it
If you don't want to spend the cash, the "DownloadHelper" extension found in Firefox does a pretty good job at times.