Windows Media Player How to?

Hellow guys, i think u can help me up with this one, well i actually tried several video screen capturing apps to record a streaming video but unfortunately wasnt succesfull the Video Capturing Apps arent the problem its totally working and have tried it in Video Sites like Utube,GoogleVid..etc.. But when the link loads it directly access the Windows Media Player to Play the said Video, it's a Band Jam video uploaded in here

http://us02.dagupan.com/Pagtitipon/Ang%20Pagtitipon.wmv

Well, I'll be very glad if u help me with this dillema (recording band jam video). I wanted to record a Single Band Segment, i do not want to record or download the whole video, please inform me what i'm doing wrong.... I'm lookin forward to your reply and a resolution to my problem... Anyway, all helps, replys & outputs is very much good to go...

Link:

http://us02.dagupan.com/Pagtitipon/Ang%20Pagtitipon.wmv

Thanks in advance...
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