The change is coming.

Starting with Windows Media Player 9 Series, Windows Media Services 9 Series and Windows Server 2003.
RTSP Protocol is now the default protocol for streaming Windows Media.

Windows Media Services 9 Series can use RTSP, HTTP, or MMS for streaming. It uses RTSP when trying to connect to Windows Media Player 9 Series. If that attempt is unsuccessful, the server uses MMS or HTTP to connect to the Player. Earlier versions of the Player do not support RTSP, but they do support MMS. If the server cannot connect to the Player by using MMS, then the server tries to connect using HTTP. Windows Media Player automatically tries to rollover to different protocols according to its Windows Media property settings.

More info.
www.microsoft.com/windows/windowsmedia/howto/articles/UpgradeWMS9S.aspx
msdn.microsoft.com/library/default.asp?url=/library/en-us/dnwmt/html/introduction_to_windows_media_metafiles__fhiz.asp



Authors of streaming media recording software have been slow to adopt this default RTSP Protocol for Windows Media Streams. Their software does not support RTSP Protocol for Windows Media Streams. They have instead depended on a process called Protocol Rollover where the server switches to MMS or HTTP protocol for downloading these Windows Media Streams. This works fine if Protocol Rollover is enabled on the server, but makes downloading impossible if Protocol Rollover is disabled, which it sometimes is.



This MSDN Library article describes Protocol Rollover.

msdn.microsoft.com/library/default.asp?url=/library/en-us/wmform/htm/protocolrollover.asp?frame=true

For Windows Media Series 9.
When a URL specifies "mms://", the reader attempts to use the following protocols for data delivery, in the following order:

1. RTSPU (RTSP using UDP)
2. RTSPT (RTSP using TCP)
3. MMSU (MMS using UDP)
4. MMST (MMS using TCP)
5. HTTP

When Windows Media Player 9 Series accesses a stream from Windows Media Server 2003 with Windows Media Services 9 Series, it normally uses RTSP protocol and only uses MMS or HTTP protocols if a RTSP connection is not available.
Most streaming media recording software can only download Windows Media streams using MMS or HTTP Protocols. In most cases this works because of Protocol Rollover.

A problem that I have found sometimes recently is that some servers have Protocol Rollover disabled and will only use RTSP Protocol for Windows Media Streams. Older versions of Windows Media Player and most recorder software that only use MMS or HTTP Protocols for Windows Media streams cannot play or download in these cases.



GetASFStream, Net Transport, HiDownload and Stream Down can download Windows Media Streams using RTSP protocol.
Streaming media recording software list.

With HiDownload try the mms form of the URL.
mms://www.site.com/filename.wmv
When you add the URL click the Advanced tab and check use rtsp protocol for microsoft media files (wmv, wma, asf etc.) data delivery.
Try all the different options.

With GetASFstream, Net Transport and Stream Down try both the mms and rtsp form of the URL.
mms://www.site.com/filename.wmv
rtsp://www.site.com/filename.wmv
One or the other or both forms may work.