next.video.msn.com streams flash .FLV videos through the RTMP protocol.

Replay Media Catcher recorded the stream perfecty.

For whatever reason FLV Recorder crashed while capturing.

You may also try freeware Orbit Downloader, but there could be some problem getting stream URLs:

• Orbit itslelf can't do it with its Grab++;
• the latest versions of Replay Media Catcher are not very good at revealing RTMP URLs. The software works fine and there is no point to make for the software vendor to make its demo a free way to find URLs.
• freeware URL Snooper is not very good for getting RTMP URLs even after adding "flv;rtmp" to the "Also search for" editbox.

My choice here is Replay Media Catcher, but you may also use other software mentioned above if you have some spare time for testing.

p.s.
It is very funny that Microsoft's MSN web-site uses flash video streams instead of their own Windows Media.