got this from a board, but i can't remember which one... it works.
"Save the file somewhere on your computer [ie play it in realplayer, look up the clip info, there you can see where it is located on your pc]. Right click and choose "open with" and pick notepad or similar program. You should now get an url, which is where the file up for streaming is located. Cut and paste this url into your browser and download should start. Now you'll just have to locate where your computer saves such files (if you don't get the option of chosing a location). Searching for it after download has finished should do the trick anyway. Having said this, I'm a pc user. I've heard this doesn't work completely similar on Macs."