If you record videos with screen video capture software, you can't be detected. There is one exception though. A content provider can use a custom ActiveX object for playing audio/video streams in your browser. ActiveX does have access to your Windows, so they can be used to track software that you use. You can get a virus with an ActiveX object as well

Note that a few companies use ActiveX players. Most content providers use Adobe Flash Player, Windows Media Player or Real Player for embedding audio and video streams.

Stream capture software that allows to capture packets from streaming media players:

1. WM Recorder in the PRO mode and freeware WebVideoCap can capture packets from your Windows Media Player.
2. Jaksta (in the recording mode) and freeware Orbit Grab Pro can capture RTMP packets from flash player.
3. 
   Freecorder 4, Jaksta Free Media Recorder, WebStreamDumper of Replay Media Catcher and many other programs can capture HTTP packets from flash player or save HTTP streams from the cache of your web-browser. See the following FAQ for more:
   How to record/download/capture/save Adobe Flash .FLV video HTTP stream from embedded player

I do NOT recommend to use FLV Recorder, MovRecorder and other products from Streaming Star, because the company stopped supporting clients long ago.