Keep in mind that the video you have saved just now is in Flash Video Format. It is the standard file format YouTube use to play video on their website. So, your Windows Media Player might not able to play the video. But no worry, what you need to do is just go to google.com and search for "flv player" and there are couples of Free player available. Just download and install it on your computer you will be able to watch the video you saved just now.