Save DivX movie from web player in my I.E. to hard disk

I really need to know if there is any software which can save a divx movie playing in my IE on to my hard disk.
in other words recording/capturing streaming off all videos which are played in dvix web player in my browser especially in divx fomat.

i looked forums and softwares but i am not sure which one to go for
i would really appreciate your help
Regards

Please read the following thread:
Problems downloading TV shows from alluc.org (.DivX videos from embedded player)