I know lots of people already have freeware applications for downloading streaming content, particularly those inspirational oud videos, but I just
discovered the new version of Realplayer also includes this facility and is very straightforward to use. As you browse, it will list all of the
streaming media content you've accessed in a realplayer downloader window. You can then save this to your downloads folder (as a .flv file, whatever
that is).
I'm using a mac, but I presume the latest windows version includes a similar feature.