The good news is that downloading videos from websites online is now super easy to do. All you need is video conversion program, and that will do it all for you.
There are a number of different ones around, and I'm sure that they mostly do the same thing, but the one I use is YTD Video converter. I have a mac, but you can download a version for Windows too.
Once you've downloaded it, you just have to paste the URL link for the video you want to download into the box provided, select the download quality you desire, and click "download".
It's as easy as that!
The option below related to conversion is only available with the paid version which costs USD$30 per year, though in my opinion the benefits are minimal, and the free version will probably do all that you need it to.