How to capture streaming video...help a girl out!!!

I'm trying to capture streaming video. I know how to do it with a link, but in this instance once you click on the link it plays in Windowns Media Player. How exactly, or can I, capture the video off of the player w/out a link?? Is there any freeware that can accomplish this?

I asked a question like this a few weeks back. Here's the thread. Hope it helps u.

http://filesharingtalk.com/vb3/softw...-online-165998

if you use firefox this extension will be your solution https://addons.mozilla.org/en-US/firefox/addon/3006