The UFO, shaped like a disk, appeared hovering outside the space shuttle, it appeared on NASA feed for short time, the the astronaut rapidly moved the camera. While this UFO was seen, the second astronaut Dave Wolf was "space walking". luckily, the UFO was captured also on the feed from his helmet camera.

Here is a quote of of an email we received from "patrj" who was watching the feed while it happened:

"... I was just watching the live feed of nasa tv of the shuttle robotic arm holding a square package with the earth in view below and space to the right. Suddenly I seen an object or light just above the arm it looked like it hovered for a minute then faded away. At first I thought maybe its the sun hitting the arm and box at a strange angle and creating this shine to appear somewhere. I still don't think so, because it floating in space apart from it."
"...It happened at around 930am central daylight time on July 19th, 2009."
patrj

Pictures taken from the shuttle:

photos -(Credit: Disclose.tv)

Pictures from the helmet camera of  the astronaut David Wolf: