Originally Posted by applian

This can be done in WM Recorder. From the developer:

Open WMR in PRO mode. Click RECORD to set WMR in auto recording mode. Copy / Paste the URL in the URL box then click Options / Open URL with WMP. There are other options that can be used but this is the simplest. This types of streams and many other cannot be recorded using WMP dll's (codecs). MS doesn't include this in their SDK's. WM Recorder is the only option.