Capture HD Video wih HTTP Dynamic Streaming

[1000K]

Hi there,

I used to capture streams with WMrecorder 14. I really want to download this concert stream from this website: (the stream will be deleted in a few days)

http://www.concertgebouw.nl/live

I guess this stream is using adobe HTTP dynamics streaming, and when I try to capture it, it saves multiple .mp4 files named seg1-frag1.
Is there actually any software available to capture those streams? Or some way to make it work?
Any help will be really appreciated.