Its more complicated than you think to get a video of youtube as it is in flash format so you cant just right click and save as, so here goes
first you need to go to http://video.qooqle.jp/dl/ and enter the page url of the video, then download and you will have a .flv file which is the flash file, now you need to convert it.
One of the easiest guides ive found for this is here: http://forum.videohelp.com/viewtopic.php?t=259578