Free, no need to download an external program
Step 1: Find a video to download.
Easy. Youtube etc.
Step 2: Copy URL
Easy. Highlight the URL, right click, copy
Step 3: Go to www.zamzar.com
Paste the url in proper box, choose conversion format, enter your email, press the Convert button!
Step 4: Voila!
Now you are done. Soon there should be a message in your inbox. You have 24 hours to open the link and download the file from zamzar's servers.
Note: 100 mb limit