saving online broadcasts to hd

i've been trying like mad to save some online broadcasts from my church but can't seem to do it. i can watch them just fine, but i'm really wanting them to view when i'm not online.

i've tried every piece of software, trial and free, that i could get my hands on, but none of them seem to do the trick. i'm wondering if it's my lack of smarts or if it's just impossible. if anyone has a free moment and can give it a whirl, i would very much appreciate knowing what i'm doing wrong. the link is http://ggwo.org/tv/

thanks!