You can download Jocsoft Youtube MP3 Downloader from here:
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.