Jaksta Radio Recorder is well known as an all in one Sirius Online Downloader, Sirius Online Recorder and Sirius Online Capture Tool and allows the recording and capturing of Music and Radio.
Jaksta Radio Recorder is the Ultimate Recorder for Internet Radio Lovers. Just pick a show or station from the built-in guide, and it schedules and automatically records the show for you.
More detailed steps are available in the How to Download from Sirius Online Guide