Find FAQ: download video

I got a new mp3 player recently, which features like camera, video, and music. How can I download videos so I can sync to my mp3 player? Or are there any websites allowing me to download/buy videos sync to my mp3 player? I tried iTunes but it didn't work. Can you help me, please!!!
What format do I download video's in? --
I want to download a video off youtube, so when my internets down, I can watch it on my laptop, my question is, what format do I download it in, so I can press a button on my desktop and the video would play?
download video