First: What type of files does the MP3 player support? AVI, WMV, MOV, MP3 and AAC, etc...? That makes a difference in what I am about to tell you.
Download RealPlayer.com (I can provide a link if you want)
Once installed Go to the RealPlayer button (Top left)
Scroll Down to Preferences.
On the LEFT under CATEGORY you will see : Download and Recordings (Towards the very bottom)
On the RIGHT make sure the box that says "Enable Web Download & Recording for these installed browsers:" is checked.
Save your preferences and exit.
Head to youtube and download.
If that does not work let me know.
at 8:02 PM on Jan. 24, 2011