First of all before using any stream recorder you need to get a stream URL
(you may skip this step when using WM Recorder and RM Recorder). To
find the URL use Packet Sniffer and URL Snooper software like free
Project URL Snooper (some stream recorders like WM Recorder, RM Recorder, Replay AV, GetAsfStream have a build-in URL finder).

Just play your stream and get the URL with any URL Snooper software.

After that you may use any stream recorder supporting Window Media or Real Video streams. All stream recorders are free or free to try.

I haven't checked the protocols used and whether DRM protection is used here 'coz this stream is available to users within the UK only.

Windows Media stream recorders are generally more reliable so I suggest you to use them. WM Recorder is the best Windows Media stream recorder.