How Can I record a live stream using ffmpeg? (Without any encoding or transcoding)

How Can I record a live stream using ffmpeg? (Without any encoding or transcoding)

I have a program written using ffmpeg. It captures a live stream and then plays it on the display (a simple video player). What I need now is the ability to save the input stream in a file on the disk so it could be played later using a standard video player. Can anyone please give me a simple example that would show how it is done? When I am writing the captured packets from the input stream directly in to a file; at the end the file is corrupted and it is unusable. I did try to set the header for the file; but that didn’t work either.