What format, .flv? Try with FLVExtract..AVI? try Virtualdub, AviDemux etc. Easiest(I guess) would be to import the file(s) in something like Format Factory or Super and convert to wav, mp3 etc and burn them.. You could also record as you play them with Audacity, for instance..
here's a free program that can do all your conversion jobs: http://www.any-video-converter.com/products/for_video_free/ It can automatically download your Youtube videos in whatever format you want, AVI,MP4,WMV,MKV...(if you want just audio, will encode just the audio, mp3/AAC,WAV,WMA...) It can also extract just the audio from the videos you already have downloaded.