Well this is pretty handy. Thanks to Lifehacker for making a generic post out of the gHacks original. The URL is:
rtsp://cnn-cnnlive-1-primary.wm.llnwd.net/cnn_cnnlive_1_primary/
Streaming Television: Watch CNN Live and Full-screen with VLC
But users on any platform can use free, open-source VLC to play the stream. Download and install VLC, then select File > Open Network. Select HTTP/FTP/MMS/RTSP from the list of protocols on the left, and paste the rtsp:// URL from gHacks in the text area at the top. Now you can watch CNN live, full-screen and commercial free