For RTMP, I already tried RTMPDump. It's very difficult and complicated to use in the terminal. Is there a GUI-based alternative?
For MMS, I already tried Firefox's plugin, and some download manager. It downloads only a junk file or stream file, not full at all.
And saving with VLC media player, it's working, but it takes a very long time to do (I think VLC media player is converting the file format after the download. Can I save without converting?)
I think you could try streamripper, which is in the repositories. It is a command line application though.
Try mtvidownload for downloading files over RTMPE. There is a YouTube video on how to use this, https://www.youtube.com/watch?v=xmWN50iX_9Q.