The web-site uses HTTP .wmv Windows Media streams. If you need to download on-demand streams only (not live) you may use many streaming video rippers including freeware ones.

WM Recorder is the most powerful Windows Media stream recorder. You may download on-demand Windows Media streams with it in the ADA mode faster than in real time. And you may use the PRO mode to capture packets from your Windows Media Player. The PRO mode is useful when you want to record and watch Internet TV at the same time.