What site are you trying to get streams from?
Getting rtmpdump to run on windows like i said is a Real chore.
And is only possible according to the rtmpdump README in windows XP
Quote:
(We have a solution for Windows based on a TDI driver; this is known to
work on Win2K and WinXP but is assumed to not work on Vista or Win7 as the
TDI is no longer used on those OS versions. Also, none of the known
solutions are available as freeware.)
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So you can use rtmpdump itself to download a stream on windows but getting the correct syntax to use is not at this moment an easy thing to do on XP and impossible on the latter versions of windows.