2.1
Start VLC player and got to "open Network Stream..."
2.2
Chose the HTTP/HTTPS/FTP/MMS and paste the link.
Check on the
Stream/Save and click on
Settings...
2.3
Chose
File and browse the location you would like to save the file in.
Next check on the "
Dump raw input"
2.4
Click Ok and OK and wait untill the recording is done.It may take some time depanding on the stream length.
Source:http://www.oreillynet.com/pub/h/3769