They use Windows Media streams for previews.
For downloading Windows Media streams I recommend to use
WM Recorder in the ADA mode, freeware
GetASFStream or
SDPReceiver.
For capturing Windows Media streams from your local Windows Media Player I recommend to use
WM Recorder in the PRO mode, or freeware
WebVideoCap.
WM Recorder allows to schedule live stream recording, so this may work for you.