Paste the URL in the box, and click the "Download" button.
It should give you a download link. Click that link, and you will be prompted to save it to your computer.
Depending on what format this file is in, you might need to download a program to open it. If you're downloading from YouTube, it will be in .flv format (you may need to rename the file to add that on), and you can open that with VLC media player (available at [Link](Mouse over link to see full location)).
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