I've been using the freeware NetTransport for about 6 months and it's been great. However I've been having the same problem with RTSP, intermittently, for the last few weeks. The intermittent problem sometimes disappeared...I just kept killing the download and restarting, rebooting the PC, etc. ...until yesterday certain downloads fail consistently.

I tried the bible.ca... rtsp link mentioned above and saw the same problem described in the thread: error writing to file. It's the same problem I see when trying to download rtsp files from bbc.co.uk, e.g. rtsp://rmv8.bbc.net.uk/6music/6m_merchant.ra

If the author no longer supports the freeware version of nettransport there seems little point trying to figure out why it's become so flaky recently. I've started using Orbit downloader instead, it works fine and it's just as fast, so I can only recommend the same course of action.