I am mainly a Linux kind of a guy because Linux is fast and powerful and doesn’t get viruses or Malware as easily as Windows does. Here is a great tool I came across which will allow you to download all videos from any Youtube playlist.
For Windows download:
OS X users can install youtube-dl with Homebrew.
brew install youtube-dl
You can also use pip:
sudo pip install youtube-dl
After you install youtube-dl via terminal. Make sure that your Youtube playlist url looks like this http://www.youtube.com/playlist?list=PLFDB3092A28437EEE
If it doesn’t look like that, Youtube-dl may end up downloading just one video. If you need to save all videos in an external drive or USB, you gotta cd (example cd /media/mint/whateverdrivename)