Is there a way to download a Youtube video to a Windows Media Player?

This is kind of complicated, but I am still using a dialup connection as we don't have access to high-speed where I live. To be able to listen to the entire Youtube video without interruption, I have to wait until the entire video is downloaded, then click *replay*. On dialup, a 3 min. video usually takes 30 mins. to download. Was just wondering if there was a way to use the media player to watch Youtube videos, and if so, would the download time be as slow? I sure hope I have explained this to where you can understand what I'm asking...sorry, but I'm not that computer savy. :-)