Recent versions of the extremely versatile VLC Media Player are capable of streaming files using Macromedia's RTMP Flash protocol. You can use VLC's "Open Network Stream" option to play such files, provided you know their address. If you don't have a version of VLC with RTMP support, you can download the latest version for free from the VLC website.
Make sure you have a sufficiently recent version of VLC. RTMP streaming is supported in VLC versions 1.1 and later; you can download the most recent version by pointing your browser to videolan.org and clicking "Download VLC." Follow the on-screen instructions to download and install the program.
Open VLC's "Media" menu and click "Open Network Stream," or simply hold down "CTRL" and press "N."
Paste the URL of the stream you want to watch -- beginning with the "rtmp://" prefix -- in the "Please enter a network URL" box.
Click the "Play" button.