Look on your PC for Movie maker and try importing the clip into that .. and burning it .. providing you have a DVD burner.
If it won't import ... and you want something free, use DVDFlick (free online)
you will first need to convert the Youtube clip from .flv to a format Windows Movie Maker (XP) or Windows Live Movie Maker(vista/Win 7, this version imports more formats.
http://explore.live.c...-maker-file-types-faq
firefox browser has plugins available (eg: Flash video downloader)that will download and convert .flv for you.
There are plenty of free downloaders and converters out there if not using firefox, Google is your friend !