can anyone tell me an easy way to download streaming media

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i wanna download the streaming videos from youtube.com somebody told me to try mozilla, firefox, but when i actually downloaded it, it asked me for some windows components that i dun have can anyone tell me a sure shot way i cud download streaming media, and if u gimme the link to a site , plz make sure, u also mention where i can donwload the other compatible stuff that i'll need to run the software u specify. i'd really appreciate if somebody gave me clear cut directions thankyou