I found a few that may help you I'll list them below
Elisa is a sort of Internet browser/media player mixed into one, which is useful if you access a lot of your media over the Web. You can play your own files as well as those found on the ’net. See Elisa’s homepage if you’re curious, or ElisaMediaCenter to learn how to install and run it on Ubuntu.
Streamtuner is a stream directory browser. The idea is simple: Browse through internet streaming directories to locate radio stations or broadcasts you like, bookmark them and play them with your favorite media player. Streamtuner includes support for some of the largest directories and listings of internet radio stations and live broadcasts such as SHOUTcast, Live365, Xiph and basic.ch. With the help of an additional software package called streamripper, you can record your streams or live broadcasts and save them to your hard drive so you can listen to them at a later time. For more information, visit the Streamtuner web page.
gtk-recordMyDesktop is a graphical frontend for recordMyDesktop that permits to record desktop sessions (audio and video sream) in ogg files.
of course VLC may help
VLC (formerly the VideoLAN Client) is a kind of Swiss Army knife of media players. It plays any file you can throw at it, audio or video; plays DVD’s and CD’s; boasts a variety of skins; and much more. To install VLC, just install the following package: vlc.
I hope one of these programs will do exactly what you need to do