This is how I do this.
I use the YouTube Downloader available at YouTube site.
http://youtubedownload.altervista.org/
Connvert the URL with it .This will be a .flv file.
Then with the YouTube Downloader select Convert Video.
Put in the .flv you created then in the convert to pulldown choose one of the available formats .
Convert to same folder.
Then if you want to put it on a DVD disc(will only work with some file formats)
Use VSO
DivxToDVD
Open the chosen format in the Source File.Create a destination folder.A VIDEO_TS file will be created.
I create an empty AUDIO_TS it the same Folder as the VIDEO_TS .
Then put these in your DVD burning program.
I use
CloneDVD2 but I'm sure most others would work.