Just did a rudimentary search on google for you and came up with this interesting site. I don't know if it'll help you or not, but, take a look. http://all-streaming-media.com/record-video-stream/
Hi, Liteon1, On http://forum.slysoft.com/showthread.php?t=4533 you will find my "YouTube Tutorial," which explains how to download and play videos from YouTube, GoogleVideo, etc. Enjoy it and many greetings, A Friend
If the video is played on windows media player, get the adress and try with VLC ( http://www.videolan.org/ )