That will be .flv (flash video) and it can't play with Windows Media Player or Winamp. You can open it with vlc media player( link - many formats supported) or with many .flv players such as FLV Player. You can find them on Google.
stuartdyan wrote: DOES ANYONE KNOW HOW TO DOWNLOAD VIDEOS FROM YOUTUBE TO DISC?
Use this site to download and convert any video you want from youtube. Remember though that any video clip converted from flv to any other standard will always have the picture and sound qualities of an flv file. link
Thanks to Dobo for the converter link!!