I didn't have any problem recording rtsp:// .rm lectures from this web-site with NetTransport. And I usually recommend to record such lectures with this stream recorder 'coz it has been the most reliable for me when recording multiple Real Media rtsp streams. Just make sure you use the latest version.

For whatever reason HiDownload failed to record for me, but you can try many other RTSP RealMedia recorders inlcuding Replay AV, WM Recorder.