Hariasa... It works fine with GM15. First assure you're within the bounds of the imagery. Then create a rectangular area of the zone you want to download and proceed just as maunaloa says. Keep in mind the scale... The reason you get blank raster may be that you're downloading it outside the range (which are sadly not specified in the WMS server capabilities document)... I've successfully downloaded reasonably large datasets from 1:3000 to 1:20000 scales on you server.
Also note that the server is VERY slow, be patient.
The bbox is :
<LatLonBoundingBox minx="114.05291837045" miny="34.073413" maxx="123.42445031055" maxy="38.692566"/>
One tip would be if you don't already have shapefiles, use a World data (built in open street map based raster layer) to define the zone you want to download... Draw a rectangular area over the zone and select it, then zoom to the desired scale (the scale you want your raster layer to be exported). Then export raster. In the options click on "Click here to calculate spacing in other units..." it opens a window, click on "Use current screen pixel size" and then "OK". Untick "Save vector data if displayed" if you don't want your rectangular area to appear. (If you do have vectors to export over the raster, leave the box ticked but hide the layer containing the rectangular area before exporting).
One last thing, leave the projections by default (EPSG:4326)... I've tried with Gauss Kruger settings but it didn't work, best to download the raster in the native projection and then reproject it, i've tried with the city of Jinan for example, raster at 1:3000 scale (in EPSG:4326) and then reprojected to 3° Gauss Kruger (New Beijing CM 117E, EPSG:4796) which gave a nice image of 10000 x 5400 px at 78cm per pixel. So everything works fine.
If it's not clear enough, ask.
Cheers.