RtmpDump problem

[Vaderise]

I only recently started using Rtmpdump with the RtmpDump Explorer, and am finding it great for getting stuff for the kids that isn't on dvd or available elsewhere to download.
I am having problems with some files though. They stream and download but when i attempt to play or convert them i am told the file is invalid. Is there something else i need to do?

This is 1 of the files i tried to grab....

http://www.channel5.com/shows/thomas...-to-the-rescue

Any help would be appreciated