I am surprised to hear there is a course that is strictly streamed and not also available as a video-podcast. One of the advantages of video and audio podcasts is the ability to review the lesson as much as you like. May I ask which course you are referring to?
To answer your question google "recording live streaming Mac":
http://forums.macrumors.com/showthread.php?t=342500http://en.kioskea.net/faq/140-how-to-capture-streaming-videos-from-the-internethttp://emoney.al.ru/capture-streaming-video-and-audio/record-webcam-video.htmStream Recorders for Linux, MacOS or several platforms (go down the page, all free)
http://all-streaming-media.com/record-video-stream/all-streaming-video-recording-software.htm