is it legal to record audio streaming?

[angelaf]

Hello,
I recently started listening to an audio streaming station.
I would like to save the music to my computer and possibly convert them to mp3. however I want to make sure I do the right thing and if it is not legal and I could get into trouble, I do not want to do it.
I did contact the internet radio station and they told me I was not supposed to download the music. however I have read on the audio streaming website that if the music is not drm protected or protected in some other way, that it would be the same as recording on a vcr, dvr, ect.
the music is being played through windows media. I would only be using it for my own personal use, not making copies for other people.
thanks for all your help