Can you play it? 'coz if you can, at least you should be able to record with the most powerful Windows Media straem recorder WM Recorder in the PRO mode.

When recording some HTTP streams with some media stream recorders, you should use the proper user-agent. In this case you can use the "NSPlayer/9.0.0.2980" (without quotes).

You can also try to change http:// onto rtsp:// or mms://.