Stream Npr Vlc How Can I Download And Save Streaming Audio?

How can I download and save streaming audio? - stream npr vlc

It is a program that I want NPR to download a podcast, but has not done anything yet (?). It is a streaming audio link yet, but if I just click it starts to play. Is there a way (eg with some software) that I have my own MP3 player / 4 files that show?