No video~
If you want to download the music file,you should use Google Chrome(to show the music file in a better way)
Once you've clicked download(and finished the process),you'll be able to see the file by clicking 'show file' at the bottom (you'll see a bar)of the screen.
And then you can see your music file in 'my computer'>'downloads '
If your using YouTube and don't know how to download the MP3 music file, you can go to this website:
www.youtube-mp3.org
Once you've downloaded the music file,you should insert your MP3 player (I mean you should have a cord) into the computer
Open your MP3 player file,and copy the music file you've already downloaded to the 'music' file in your MP3 player
Done!
(Sorry no video,hope you'll understand )