Help: how to download the programs from YouTube?

There were/are many nice [視頻] programs, such as the
[視頻]德沃夏克：詼諧曲(小提琴-伯爾曼，大提琴-馬友友)

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

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