I think you have to click the save on the bottom of the player. But you will be able to download only if the uploader has allowed it to be downloaded. In this same breath, I would add that I too have a music video in youtube. Its not exactly a conventional song, but it is a music video based on recent unrest in Nepal. - http://www.youtube.com/results?search=civil+war+nepal&search_type=search_videos