I'm not sure if this is the best way, but I would do this:-
Burn the Sky recording to a DVD using your Sony recorder.
Get something like DVD Audio Extractor on your PC and this will allow you to extract the audio soundtrack from any DVD and save it in the format of your choice.
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Yep, would agree with the above. Did the exact same thing with a U2 concert that was broadcast on Radio 1 earlier this year.
I used Virtualdub to capture the audio as a WAV file then coverted to MP3.
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