capturing streaming video

i have win2k/98 dual boot amd1800 512mb ram 160gb hd, ati all in wonder radeon. there is a piece of streaming video that i would like to capture from the net. it will stream in RA or WMV, used to be that IE under win98 would create a temp file of streaming vid then you could just move it from the temp inet dir to a permenant place, this doesnt seem to work anymore, any ideas? i want to sho a vid to someone who doesnt have broadband. i have MOST of the popular vid/cap sw, but nothing that seems to address this.