Welcome to ComputerHope.
If you're looking to rip/download videos off Youtube, you may want to look here for suggestions:
http://www.computerhope.com/issues/ch001002.htmIf you want to get videos off another site, try this firefox add-on:
https://addons.mozilla.org/en-US/firefox/addon/3006For audio/music, I suggest either using Download Helper or record it using Audacity:
To get music off CDs, you can use Windows Media Player to rip the music.
As for DVDs/Movies, I would have to ask why.
http://audacity.sourceforge.net/