Want to Capture Web Videos

[gecko]

My son has a web site in California, and I am on the East Coast. He
is making camera videos on his site which I can play here just fine.
I want to capture the videos in, say, a wmv file or whatever so I can
then burn them on a video CD. I am running XP SP2.

I tried a demo copy of so-called RipTiger, but it will not install for
some reason.

I tried a demo version of so-called Replay ScreenCast, and although I
can get it to run and appear to record my son's video, the resulting
short wmv file plays on my VLC with no sound or video.

I have verified that VLC is working by using it to play another wmv
files I have stored, and it played fine. I tried Replay ScreenCast to
record that wmv and got the same results as with the web video.
No sound or video.

Since I can't figure out what I am doing wrong, I wonder if you guys
out there are using different capture software that might work for me.
If so, can you advise as to its name and where available?

Thanks

-GECKO