To download from youtube, you should install a program called internet download manager which can capture video urls that you may open in youtube. Also you can use a firefox addon called download helper which also captures the original links of the video you may want to download as soon as it starts playing.
You can download a copy of internet download manager at http://internetdownloadmanager.com
and to install download helper in Firefox, select the firefox menu. select addons then go to extensions.search in the box for download helper extension, install it and restart firefox.