You can also download RTMP streams with freeware CooJah + Blader, Orbit Downloader, StreamTransport,...

And you can try to capture RTMP streams in real time while you listen to them using freeware CooJah (without Blader), Orbit Grab Pro.

If you like rtmpdump, I recommend you to install Linux like Ubuntu and use it with rtmpsrv or rtmpsuck. Also read how to use rtmpsrv in Windows.