Save YouTube videos! allows you to download video files from multiple websites so that you may watch them later from your hard drive!
You may download their browser extension here.

I prefer to use Video DownloadHelper for Firefox, as it has support for a bigger range of websites than SaveFrom. There is no extension for Chrome however. The extension for Firefox can be located here.

You may then convert the videos you have downloaded to MP3’s using WinFF. This will allow you to make CD’s from songs you find on YouTube, as well as putting them on your music player.