mplayer -dumpstream -dumpfile destination_video_file.wmv source_video_URL.wmv
Example for "C dans L'air" on 2010-07-14:
mplayer -dumpstream -dumpfile destination_video_file.wmv mms://a533.v55778.c5577.e.vm.akamaistream.net/7/533/5577/42c40fe4/lacinq.download.akamai.com/5577/internet/cdanslair/cdanslair_20100714.wmv
