To download streaming music, right click the link underneath the music player, and click Save/Download Linked File As or Save/Download Target As.
To convert youtube videos into mp3, first click on the upward arrow on the bottom right corner of the youtube video to bring up the menu. Next, copy the url. Then, go to http://www.vidtomp3.com/ or http://www.video2mp3.net/and paste the url into the text box, select the quality you want, and click download. Your video will be converted into an mp3 file, which you can download to your computer.