Capture live streaming

Orbit Downloader handle MMS, RTSP and RTMP protocols. With its Grab Pro module it let you inspect http to find the link to the streamed media. It's a freeware and a good Download Manager.

The firefox extension Video Download Helper could help too

For windows

I would suggest Replay Media Catcher .its shareware

For linux

rtmpdump - freeware CLI application (Mac OS X, Linux, Windows). It allows you to dump RTMP streams onto your hard drive.

(or) Try here :http://all-streaming-media.com/faq/recording-media-stream/faq-record-download-capture-save-flash-flv-video-rtmp.htm

Jaksta for windows which can catch live streams.