Download youtube videos?

I need to download music from youtube. I have the youtube down loader and I use windows live music maker but I can never find the videos i downloaded. I'm pretty sure its the you tube down loader but maybe not. Please tell me what to do or what new down loader. Thank you :)
Update: I think the problem is that I can't find the file.I look everywhere but I still can't find it.I have Mozilla fox. Thanks again.
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