Live MSNBC web program record?

I recently cancelled my sat TV subscription as about all I watched on it was PBS and MSNBC. I have found I can get both of them online (PBS on Roku and MSNBC at https://livenewstime.com/msnbc-live/ (thanks to those who provided that web address)).

I would like though to go even better and record the MSNBC progs so they can be played back later and the commercials skipped (same as what one does on a PVR). Was wondering if anyone knows of a Windows app that allows for that?

Thanks for any assistance....