Few download managers can capture Real audio/video streamed through the RTSP protocol. You may find ones as well as other stream recorders on the following pages:
All streaming media recording software
All streaming audio recording/ripping software

You may use stream recorders like WM Recorder, Replay A/V as well as doanload managers like NetTransport or even offline browser Offline Explorer Pro (if you need to download many audio streams as well as HTML pages with pictures,...),....