usually with a program like Streambox VCR and other realmedia recorders, you can download realmedia them quite quickly. And you can download multiple at once.
most of my experience comes from downloading c-span videos in rm format. but i'm not so familiar with asf and wmv windows media stuff. you should definitely try other programs though, to see if it makes a difference. i'm a big fan of the shareware program Net Transport
. it's real strength is in scheduled recordings, but it is good for other stuff too, and author is a nice guy.