- Most videos on the web such as on youtube, google video etc. are .flv (flash video) files. These typically don't play on windows media player (you may get audio, since the audio part of is in mp3). The easiest way to play these files is to download a free software - VLC player from the web
- One easy way to download a youtube video is through the mozilla firefox browser (as opposed to Explorer). This is again a free download. Mozilla is not only superior to Explorer in many ways, but has dozens of useful plug-ins (one of them being a plug-in to download .flv files from websites)
- When the youtube video is playing, you'll get a couple of small links on the top-right (or top-left) saying FLV, or MP4 or other such indicating the format in which you wish to download the file. click this and it starts downloading.
Mozilla browser download: http://www.mozilla.com/en-US/products/download.html?product=firefox-3.5.6&os=win&lang=en-US
VLC media player download: http://www.videolan.org/vlc/download-windows.html
Plug-in for Mozilla for downloading flv files: https://addons.mozilla.org/en-US/firefox/addon/3006