Help: how to download the programs from YouTube?

There were/are many nice [视频] programs, such as the
[视频]德沃夏克：诙谐曲(小提琴-伯尔曼，大提琴-马友友)

Can I download it? If yes, how to make it??

Thanks, specially to the posters -- this is the best site in Wenxue City.