Media Sniffer is free software that lets you download and save streaming media from the internet. It is available for Windows (you also need WinPcap installed ). Both are free.
It is not super simple and you need a little bit of tech knowledge, but it can be useful for saving streaming media to a computer for later/offline viewing. Just remember to follow any pertinent copyright laws and rights of the media owner.
You can read more about it here: http://www.makeuseof.com/tag/capture-save-any-type-of-streaming-content-using-media-sniffer-windows/