The various programs I've used to download streaming video have always worked to some degree. The problem, as you mention, is finding the right URL.
Site owners are coming up with better and better ways to counter people taking streaming content from their site and downloading them locally. They can use such methods such as javascript popup windows, embedded links, windows media redirects, session based URL's, etc..
From my experience, I have always been able to find the true URL.. some sites have been harder than others. The dynamic session based URL's are a pain in the a** to figure out.. but I did finally manage to crack that one.
While, at the moment, I can't view the site you give as an example (my corporate internet filtering software is choosing to block that at the moment) I can give you some general direction and guidance.
If it is popping open a window, why not just look at the source for the popup window. In the source, should be a link to video. You can try to take that link and use it in your program that you are using.
Try looking at this tread too which may or may not help..
http://forum.osnn.net/showthread.php?p=43485
If you need more specific help, I would probably need more info since I can't get to the site right now. Or, you can wait until I get home and if I remember at home to come back to this thread, I can look at the example link and give you more info.
--fitz