GetASFStream (Freeware/Windows) - can download Windows™ Media streams (asf, wmv, wma, asx, wmx, wvx, wax, wvx, wax) streamed through the following protocols:
* HTTP
* MMS,
* RTSP
GetASFStream has a built-in winpcap-based URL analyser so in many cases you can get a URL played by your Windows Media Player.
Platform: Windows
Price: FREE