How to download video

How do I play videos I downloaded from YouTube?

Very Important: First make sure the extension is .flv !
Find your downloaded file and change the file extension to .flv (example: 'get_video.htm' -> 'video.flv')
If there is no extension, then simply add .flv to the filename.
Use VLC Player or FLV Player to open the file.

How do I convert videos I downloaded from YouTube (or any other)?

Use SUPER or Riva FLV Encoder.

How do I download streaming files?

Install and run SDP. It allows you save streaming files.

I can't play a video

K-Lite Codec Pack is a collection of codecs and related tools for playing all your movie files. With the K-Lite Codec Pack you should be able to play 99% of all the movies. And includes the best player: Media Player Classic.
Real Alternative will allow you to play RealMedia files without having to install RealPlayer/RealOne Player.
QuickTime Alternative will allow you to play QuickTime files (.mov, .qt and other extensions) without having to install the official QuickTime Player. It also supports QuickTime content that is embedded in webpages.