There are quite a number of programmes available that enable YouTube (and other sites) vidoes to be saved to your hard drive.

I use the excellent free programme VDownloader. It works very well, is simple to use and allows the files to be saved in various formats.

Here is a link that might be useful: Free VDownloader from www.vdownloader.es

u can try moyea flv downloader, I've been using it for a long time. it is able to save and download any streaming video from youtube,Google Video, Myspace, Metacafe, Dailymotion, iFilm, Music, eVideoShare, StreetFire, etc. off to your computer's hard drive free.

then you can play downloaded youtube video with flv player free whenever you want

Your downloaded youtube vidoe is flv video, you just have to get a flv converter to convert flv to wmv, and then play on windows media player. I always use FLV to Video Converter to convert flv video to avi,mpeg, wmv video, it contains a free YouTube Downloader

Here is a link that might be useful: FLV to Video Converter

Thanks for the suggestions. Thought I would post what I ended up doing. I used the the "download video" button on Firefox to download the .flv files. Then, I downloaded Riva FLV Encoder and converted the files to .mpeg, so that I could edit them in MovieMaker. Had about 4 files to edit and the resulting .wmv video was about 4 minutes long. Learn something new every day, it seems! Thanks again.

I just saw a program on CNet Downloads that allows you to download a YouTube video in .avi format.

I think that Flash To Video Encoder by geovid is very usefull to convert .flv to .avi.

I also prefer Flash To Video Encoder!
It can make all that I want! =)

one of the very first converters I try is zamzar it does so many conversions, check it out.
IT may not do the type you want but it really does a lot for an online converter.

Here is a link that might be useful: zamzar