Free youtube downloader plugin for firefox (downloads all sorts of other media files from other sites, as well)https://addons.mozil...ideo-downloadhelper/
It also has a file converter, but that part of it isn't free.
Free file format converter: Super
(please be aware it comes with OpenCandy, which is flagged by some anti-virus software as adware)
As far as burning software, you are on your own or maybe someone else can suggest something, since what I use isn't freeware and I don't know any good freeware burning apps.