To find HTTP URLs with Safari, just click "Window" -> "Activity" and a window will appear with the list of URLs.

To find stream URLs that use other protocols, you can use freeware Wireshark

p.s. Replay Media Catcher for Mac should be released soon. But you can run Replay Media Catcher 3.11 for Windows on Mac OS using freeware WINE or WineBottler:
How to install and run Replay Media Catcher on Mac OS X (Snow Leopard)