Ok, this took me a while to figure out the first time, as its kinda tricky. But here we go..
(Oh, by the way, I'm sure there are many ways to save a streaming video, this is just the method I use)
1. For these videos, follow the relevant links until you get the streaming window up. Then, in the window that opens up with the stream in it, there should be a white line down the left side, to the left of the video itself. Right click on that, then choose 'View Source' (I use internet explorer, I'm sure there's something similar in whatever browser you choose).
2. In the source somewhere should be something like: <param name="FileName" value="
http://www.nrk.no/dynasx?p_lenke_id=391200&p_artikkel_id=2713354&mswmext=.asx"> Find it.
3. Copy the text in between the "s on that line. (ie. for the example above, you'd select and copy
http://www.nrk.no/dynasx?p_lenke_id=391200&p_artikkel_id=2713354&mswmext=.asx
4. Download a program called ASFRecorder. You can find it at
http://www.pcworld.com/downloads/file_description/0,fid,7942,00.asp (again, there may be other programs that do this task, but this is the one I use, so yeah) Then install that, etc.
5. Open ASFRecorder (after you've installed it), and choose File>Open URL...
6. Enter the text you copied above into that field and press open (or begin, or whatever it is, the ok button). It should check it, and ask you where you want to download it, choose a location. It should start downloading the stream file to the location you chose. It could take a while, as these things can be pretty big.
7. When it's complete, open the file it created, and that should be your video, ready to be watched and rewatched (with no lag)
Ok, that's pretty much it. Let me know how it goes. I'm trying it with the Immortal video now, to test it, but I'm on 56k, so I won't know for quite a while.
If you have any problems, post here, and I'll try to sort it out.
Oh, and sorry if my instructions are misleading or whatever, but yeah, I'm not a writer, hehe.
Enjoy.