[Little update]
An alternative for the Addon Egg pointed to:
http://en.savefrom.net/
Just copy and paste the youtube link into the download bar and hit Download. It will take you to a page where you'll find (on the right side) all the direct links for each video quality.
PS: It also works with Vimeo (which lead me to think that if you can get the direct link, Winamp will play any web-video...).