You can download Jocsoft Youtube MP3 Downloader from here:
To install simply click on the downloaded EXE file. Click the "Next" button to accept defaults. Click on the Jocsoft Youtube MP3 Downloader icon once the installation finished.Enter an url in the entry box or simply navigate to any page holding a video.
Wait until the video is loading or click to play it. When the video begins to play, you will see a a dialog asking if you wish to download that video. Click "Yes" to start downloading.
Video files will be saved to your PC automaticly and converted to the format you want.
Now you can play them anytime, even without an internet connection.