I've tried to capture the rtsp:// .rm audio stream with Replay AV and had no any problem.

Then I tried WM Recorder in PRO and ADA modes and for whatever reason I wasn't able to capture the stream. May be if you have the Real Player and not the Real Alternative, you will have better luck with it.

I also tried to find the stream URL with URL Snooper and download it with NetTransport. The downloading was successful.

So the only problem seems to be that strean URLs on this web-site expire, so you have to find new ones.