Live RTMP streams are difficult to record. In many cases it is better to record them from screen using screen recorders.

You can also download them with freeware StreamTransport, Orbit Downloader, CooJah + Blader and shareware Replay Media Catcher. Or you can capture them from your flash player using freeware Coojah (without Blader), Orbit Grab Pro, shareware Replay Media Catcher 4.

If you use Linux, try to download with rtmpsrv or to capture with rtmpsuck (see rtmpdump for more)