I have two programs.
Use Firefox as your browser and then install this plug in:
https://addons.mozilla.org/firefox/2390/
The demo version of this one will allow you to record three minutes at a time. Then you have to restart it to get another three minutes. Or you can pay or get a hack for the full version. But it works very well for downloading streaming video:
http://www.wmrecorder.com/demo.htm
Between those two programs, I've been able to get pretty much everything that I've wanted.
Hope that helps.