Downloading videos from YouTube...
 

Are there any free ways to do this?

Moving to OS and Software.

BitComet 0.80 can do this, you'll have to download BitComet FLV Player as well.

As far as getting instructions on how, this post looks informative.

use this:

http://keepvid.com/

If you use Firefox there are a couple of nifty little extensions to it that allows you to download embedded videos from websites which you can get here or here

To play the files, you'll be needing FLV Player

http://vixy.net/flv_converter

also works if you want to convert the FLV to Divx and MP3.