For example you can use the following step-by-step guide:
1.Install Replay Media Catcher and run it. Start recording with it.

2. Play your stream and it will be recorded automatically.

2.1 If you hadn't purchased RMC, then right-click on an item in the list of streams in the main window, click on the Properties and copy the stream URL from the Properties window. Close the Properties window.

2.2 Right click on the same item in the main window of RMC and cancel recording.

2.3 Paste the stream URL into your favorite stream recorder supporting real streams.

2.4.1. If you use NetTransport then after adding a new download click "Other settings..." and on the download tab change the user-agent to "RMA/1.0 (compatible; RealMedia)".