[EDIT]I found out by the googling that Media streaming player(aqua player) which is a compulsory Media player to listen these online lesson has the protection of DRM based .
and there is developer's Homepage. In there Homepage,this
Link said that They have adopted one-time authentication key system to block duplication log-in or ID or IP and use specialized certification method to block Illegal streaming URL access from their server.
In the final,I think If there is a tool which is able to save auth information from server and use it to cheat on their server,It would be possible to download mp4 files.