Hi elizabeth,
There are ways of 'keeping' streaming links/content, but last time I remember thinking 'i'd like to keep that' the solutions were to use separate software to 'capture' the link/content and then 'transfer/re encode' into a known format i.e .mpeg or .mov or whatever.
Far too much hassle for capturing so I just left it.
this was around 8-12 months ago so maybe there's newer products that can do it all in one step, i'm not sure.
possibly may be other methods as well but I dont know of any at the moment...
DtM! West London & Slough UK!