This news via the Using ICT in Further Education blog (you may notice that Patricia is number 1 in the International Edublogger directory and that I am eight times better than that!):
RealPlayer 11 (the basic, free edition) allows you to download video from popular video sites to your RealPlayer library.
Try it from my favorites...
Now, looking at the details in the RealPlayer Library shows that the downloaded file is an FLV. There are other players that you can use beside RealPlayer to show these. I use FLV Player. You may not have as many conversion options using RealPlayer, but you can avoid the pop-ups, ads and general worry that comes from using Zamzar.