Never used that, but have used THIS to convert videos to my Zune (or iPod) and it also comes with a YouTube Converter App that is good and easy to use.
i have used it several times to download a file with out any problems. it usually downloads as an .FLV file, so i use THIS to convert it, or to just pull the audio out and make an MP3.
I also have an addon for firefox that i use sometimes www.downloadhelper.net