How do I record streaming audio/video

I have a favorite radio station that I listen to. Talk radio. I would like to capture the stream.
I have installed WinAmp, Streamripper, and Streaming audio studio 5. I have not been able to make them work.

 

See if this helps http://www.windowsbbs.com/showthread.php?t=59390&highlight=streaming+audio

 

Thanks, BTDT
I followed the basic steps on several sites and nothing. Just checking if anyone here has done it and how the did it. I am at my home computer now and can't even play streaming audio. How can I fix that?

 

With Audacity I set it for Stereo Mix. That will pickup any sound you hear through your speakers. I go to the site I want to record from and when ready I hit the record button. When done hit the stop button. Then I save it as a wav or mp3 file.

 

What I want to do is be able to replay a few minutes when I have to answer the phone. I don't want to ever listen to an entire file. So if there is a way to say buffer about an hour and keep it current, just moving the hour along with the buffer.