Forget it, it's going to be slow as hell.
The workflow:
1. set the scope memory depth to anything but auto.
2. start an acquisition
3. stop the acquisition
4. download the deep memory data to the pc, either via USB or LAN, depending to the memory size this can take up to more than a minute
5. execute an FFT
It's a de-tour but for educational purposes the following demonstrates a proof of concept:
Download the waveform from the scope using this tool:
http://www.teuniz.net/DSRemote/Open the waveform data in EDFbrowser:
http://www.teuniz.net/edfbrowser/In EDFbrowser, observe the FFT:
http://www.teuniz.net/edfbrowser/EDFbrowser%20manual.html#PowerspectrumYou can write a program to do all this for you quiet easily, but the screen updates takes ages.
Unfortunately, The Rigol scopes are very slow with downloading the waveform data and, even worse, it must be done in "stop" mode...