Problem "saving" a wma stream to file (mp3)

[CRJ343]

I have a wma source (BBC Radio) obtained using http://www.iplayerconverter.co.uk/ which I'd like to write to an mp3 file.
I can run the stream successfully through VLC and it does inded write to the mp3 (which I can read with WMP, SMplayer, VLC etc whilst it is being wriiten to !))
BUT when the stream "finishes" then the file is initialized to 0 bytes.
What am I doing wrong ?