I guess most users who watch media streams have a unlimited broadband connection.
Only
WM Recorder,
FLV Recorder and
MovRecorder (and some other stream recorders) can save your bandwidth when you record and watch your video streams at the same time. They do it by capturing packets coming to your local streaming media player.
When using other stream recording software (like
Replay Media Catcher for example) you should pause or stop your stream after starting recording with your stream recorder.