yes. use "net transport" i think v1.92 is the latest to download the audio stream. you can find them if you look through the web page code but if you can't be bothered try http://dave.org.uk/streams/ which lists them all for you. find your show and right click on rtsp://blah blah and click download with net transport. which should leave you with a real audio file which you can listen with your real audio player.
It didn't work geezer......I was actually looking for Archers Omnibus (for me wife!!!) and that wasn't there. But I did try your suggestion - as an experiment - and no luck. But thanks for getting back!
Yes,I use a little device called Freecorder which basically records any sound that comes through your soundcard,so will record internet radio,can record files as MP3 or Wav.
The BBC Radio website lets you listen to programmes up to a week old so you can record them with it and burn them to CD or save on HD.Last time I looked it was available FREE from www.freecorder.com