There are a number of sites which now allow you to download your videos directly from youtube and any other video site you like.
Usually, you can download the files in FLV (Flash Video) format, which will not be playable by Windows Media Player or many other popular media players. Don't worry... you can download a free FLV player... more on that later.
Some of the sites which allow you to download video are:
You can also use a plugin for Firefox that will let you download any videos from almost any site on the web.
Finally, you can download the latest version of RealPlayer SP, which allows you to download videos from Youtube, Dailymotion, Metacafe and more.
To watch many downloaded flash videos on your computer, you will need a Flash Video Player, or FLV Player. You can download the FREE FLV Player from the CNET download site here: