It's hard to get the url from it cause it hide inside the flash player, unless you know how to hack it or decompile the flash player

If you are using windows vista or 7, can use simple sound recorder from microsoft,
But first, you must change the recording device to Stereo Mix


If you prefer mp3 as recording format or more control for the recording, try mp3directcut
http://mpesch3.de1.cc/mp3dc.html#dwn

Or Audacity, free and more advanced.