VLC player is not very good at rtsp:// streams.
As for Windows Media Player (WMP), you can try to change the bandwidth settings and/or update your WMP problem. I don't really see any other problem.
streambox.tv is a subscription based web TV service, but its streams are not password protected. This is absolutely insane, 'coz many users will be able to watch their streaming TV channels without paying!!!
Many
media stream recorders can record non-protected Windows Media video streams. Some of them are free.
However live Windows Medis streams are best recorded with
WM Recorder in the PRO mode. In this mode WMR captures netowork packets coming to your PC when you watch your streaming video.