If you use Internet Explorer as your browser and RealPlayer as your media player you can download video off of youtube and burn them to DVD or Video CD's,a small box will pop up at the top the YouTube video when you position your mouse just above it and you can download it,I'm not sure any of the other browser support this use of RealPlayer download features.
Perg if you use Firefox as your browser you can simply get the free add-on "DownloadHelper". A button is placed next to the url window and all you have to do is click it when you want to download a video or audio online that you are viewing/listening too. Very easy and has tons of options for formats to save in. https://addons.mozilla.org/en-US/firefox/addon/video-downloadhelper/?src=search