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[GinandTonic]

here is how I do it

1.  I play the steaming movie in media palyer or real player
2.  Go to "File" then select properties which shows what the acutal name of the steaming movie being played is.
3.  Highlight and copy the location.  eg.  Should look somehting like either "http://football//somemovie.asf" for "mms://somemovie/somewhere.rma" or something to that effect.
4.  Open notepad and past it in there
5.  Select "save" and when the dialog box comes up, change file type from ".txt" to "all"
6.  Name the file something relevant like "football.strm"
7.  Transfer this file to the xbox to the desired location, probably where your other videos are if you have any on the xbox.
8.  Play the file

Hope that helps.

-Gin