You can also go to this page if you don't use firefox:
http://javimoya.com/blog/youtube.php
All you need to do is to copy the video's url and paste it in the box of the page's top and click on the DOWNLOAD button after a few second you will get a message and push on the download link button you will see a save as window
click on save as... and write the name of the file and .flv for example
***************.flv and save as a document
after that you will have a flash video file and if you want to watch it you have to download a encoder program like total video converter to encode it to divx or mpeg and there's an option of just to rip the audio to mp3,aac,ogg,amr,wav,ac3...
or use another encoder program like riva encoder or cinemaforge.