How can I download videos from YouTube?
You need third party tools to do that. If you don't mind, i would recommend you to use Free Download Manager (FDM). This nice piece of software is one of the best download managers out there and, yes, it has an integrated plugin to download videos from youtube. http://free-download-manager.software.informer.com/
You can't download videos from YouTube using only Internet Explorer. For this purpose, you need to download and install a YouTube Downloader. Personally, I recommend you Orbit Downloader, FastestTube or ALL YouTube Downloader. All of them are free of charge and easy to download and install. After the installation process is complete, open the browser and select Manage add-ons from the Tools menu. Locate the downloader utility, select it and click the Enable button from the right corner.