1. Visit www.youtube.com and search for the video you want to download.
2. Now, in this tutorial, I'm searching for "That's the way it is" song by Celine Dion. When you get the video, just open it.
3. Now copy the url of the video from your browser's address bar.
VLC Media Player and go to File > Open Network Stream OR you may press ctrl+N keys.
Here is the video tutorial of this whole procedure: