Stream recorders for Mac OS X
Streaming media recorders for Mac OS X or several platforms can be used on Mac.
Shareware
Jaksta for Mac is your best choice.
You may also try freeware MPlayer and VLC media player, which can dump streaming audio and video files onto your hard drive; but they will require you to find stream URLs manually.
There are also Windows Media stream recorders for Mac OS: Mac ASF Recorder, ASF Recorder X.
Stream recorders for Windows on Mac OS X
As you may have notices
Streaming media recorders for Windows are more powerful, moreover they are available in abundance.
Luckily you may use Windows software on an Intel based Mac running Bootcamp or Parallels Desktop for Max OS X.
Parallels Desktop for Max OS X even allows you to run Windows on your Mac OS X at the same time without rebooting.
Threaded Mode