It seems to be a protected Windows Media stream (it uses authentication). If you send me the URL of the web-page where I can find it I will try to record it.

Anyway the stream URL has a timestamp that expires after some time, so you should get a new URL before recording and record immediately. If it doesn't help, then you should try a unique stream recorder WM Recorder. In the PRO mode it can capture network packets coming to your Windows Media Player. No other recorder can do that.