The actual stream comes from here:-
http://www.soho-streaming.tv/client/PPR/pg.swf
If you cut/past that into your browser you eliminate all the other stuff from the Mojo site.
Once you start playing this, you can use a screen capture tool such as this:-
http://www.fox-magic.com/mrcaptor.html
I just used the trial version.. took a while to get the sound part right.
The output file ended up as 2 gig, but it worked.
I then used Prism Video Converter Software to convert the 2 gig .avi file to mpeg... its now only 220meg :-
http://www.nchsoftware.com/prism/
Good luck..