You need Windows Media Player to play video broadcasts. If you don't have it you can download it from the link below.
Live Broadcast Archives
Now to save a Archives Live Broadcast to your computer.
First put the pointer on the broadcast that you want to save then with right button
on your mouse click on it. A new box will open, look for "save target as....."
click on this. Then save the Archives live broadcast in "my documents".
Now you can burn this broadcast to a DVD.