There is a program, one for Windows Media Player and one for Real player that rips streaming music etc. You can download a free trial of it and you get to rip something like 5 for free or something. I can't really remember, I'll see if i can find it 'cause I can't remember what it was.
[Edit]
This is what I've found while looking. They aren't what I saw before but they look promising:
http://www.mp3towav.org/RipCast-Streaming-Audio-Ripper/
http://emoney.al.ru/capture-streaming-video-and-a...-totalrecorder.htm
http://www.pcworld.com/downloads/file_description/0,fid,6733,00.asp
http://www.replay-music.com/?src=GMUSIC_STREAMINGMUSIC2
Quite a few on this page:
http://emoney.al.ru/capture-streaming-video-and-a...treaming-audio.htm
If you want to search for yourself type "rip streaming music" in google:
http://www.google.co.uk/search?q=rip+streaming+mu...WE:en&start=0&sa=N
(Some may contain adware or other threats so please don't blame me if you become infected in anyway. Please read about the product first before downloading
)