HiDownload is leader of all-in-one stream downloader
that aims to download streaming video and audio, enabling
you to download movies, music and capture streaming
video and audio, record radio from Internet. Support
MMS, RTSP, RTMP, HTTP stream protocols.
CableguyTK:
Streaming Windows Media has met its match
Its a great download manager which downloads streaming
media better than every other download manager.
It downloads the following protocols to my knowledge:
mms://, .asx, .asf, streaming WMV. That is all I have
fed it as far as streaming content goes.
It also downloads normal content that isnt streaming.
Quickcommenter:Terrific
for saving streaming media!
If you're looking for a way to save those RealMedia or
Windows MediaPlayer streams (audio or video), look no
further. This product does the job superbly!
dOWNLOAD STREAMING VIDEO AND AUDIO SOLUTIONS 
CableguyTK:
Streaming Windows Media has met its match