You download this
http://www.youtubedownloaderhd.com/ (It's safe, it's what I use)
You find a youtube video you want to download, copy the link into the download box, click what format you want the file to be (MP4 works for me)
Then you open your movie editor, (I know you can do this in Window's movie maker but unsure about Windows live movie maker) convert the file into a MP3,
Then you just add the MP3 to the audio part in your movie editor.
It's not really that hard once you've done it a few times xD