Saving a Live Webcast to the computer...HELP!!

Im probably posting this in the wrong place, but im kind of in a rush...

My brother is playing at Tipitina's in New Orleans tonight and the venue will be broadcasting a live webcast on their website of the show. It doesnt start until 10 and I dont think im going to be able to make it back in time and i really want to see it. so i was wondering... Does anyone know if its possible to save a live streaming webcast to a computer?? I dont really know what programs to use because im not familiar with any of that stuff. If anybody has done this before and could help me out, i would really appreciate it!
-Thanks.