you need to know the stream URL. As mentioned you can use curl or wget to get the info. Once you get the actual stream info you can use mplayer to record the stream.
Record and save the stream:
mplayer -playlist
http://www.url/stream.asx -ao pcm:file=
/location/to/save/file.wav -vc dummy -vo null ;
To play the stream to make sure its correct just do:
mplayer -playlist
http://www.url/stream.asx
replace
http://www.url/stream.asx with the URL you find using wget/curl
