How do you capture streaming video? WMA, MOV, Etc

How do you capture the streaming video that get sent directly to WMA, Quicktime, or RealPlayer?\r\rMethods for any one of the three is greatly appreciated.

Easiest I know is QT: go to seetings, and check “save in cache”,then check the cache after viewing!

in they use a player to see the movies and i can´t save in cache or i dont know where are that file… please i need help…\ri only know in some site whit quicktime streaming movies, if you have download acelerator, you can download, but whit that player on i can´t