Having a major issue here trying to watch a top gear episode.

Its being streamed direct from the bbc website, but I think the servers are being hammered. Are there any programs that will allow me to save a streamed video for later viewing?

Try using VLC.

Assuming you can get the URL to the stream, you should be able to put that into VLC and then get VLC to output to disk.

http://www.videolan.org/vlc/

Ah I have VLC didnt realise it was any good at it, last time I tried I ended up with it actually outputting the stuttered buffered video to disk.

I ended up using Notepad and opening up the .rm file to get the rtsp link for the file, then shoved it in a download manager as IE wont let you download it. It just opens up media player classic.