Basically find a video on youtube you want to save. Copy the URL. Go to KeepVid: Download and save any video from Youtube, Dailymotion, Metacafe, iFilm and more! and paste the URL into the box. It will come up with multiple formats that you can select from to download the video. I'd suggest always using the same format. If you later burn discs with these videos consider also putting one of the freeware viewers on there so you'll be able to view them on other machines.
Lindsey Williams has a number of videos on youtube. He's been on the Alex Jones show a number of times. I'm not sure how much of this to believe but it's certainly worth considering. There's other material besides the Lindsey Williams interview.