It's not too hard, but there are several steps involved.
Step 1.)Download the video to your computer's hard drive. I use a utility add-on to Firefox that does this easily. There are plenty of other ways to do the same thing, I know this one and it is easy. It works only with Firefox. After Firefox is installed, go here to download and install 1-Click YouTube Video Download:
https://addons.mozilla.org/en-US/firefox/addon/13990
When this is installed, when you go to a video on YouTube, directly below the video there will be several 3-letter file extensions in blue (FLV and MP4 will almost certainly be there, maybe others as well). These are links to download the video file to your computer. Click on one (I think MP4 is the best quality, so if it's listed, click on it), and a save dialog box will appear. Navigate to a folder on your hard drive where you want to save this file to and DON'T FORGET WHERE THIS FOLDER LOCATION IS. You will need to remember it later. Click the Save button to download the file. On SermonIndex when you find a video sermon you want to download, you must first go to the video on YouTube.com. To do this, just click on the video screen on the SermonIndex site and it will send you to the video on YouTube. Once you have the video on YouTube, the blue 3-letter download links (FLV, MP4) will be available.
Step 2.) Make a DVD of the downloaded videos. I use DVD Flick which is easy, open source, and FREE. You can place multiple videos on one DVD. The DVD Flick software will alert you if you have too many videos and they won't fit on one DVD. Get DVD Flick here:
http://www.dvdflick.net/
Download and install it. Simply add video files to your DVD project. This is where you need to remember where you downloaded the files at. Just click on the Add Title button on the upper right side and navigate to where the video is, highlight it and click open. Repeat for each video you want included on the DVD. When you are done, there are two things I like to change before I let it encode and burn a DVD. Click on Project Setting button at the top. On the Project Settings box click on Playback on the left and then UNCHECK the box next to "Loop to first title when done playing last". I never want my DVDs to repeat after they finish playing. Also on that same Project Settings box, click on Burning on the left side and check the box next to "Burn Project to disk". You will need to have at least 5 Gigabytes of free hard drive space for the program to work. 10 Gigabytes to be safe. Insert a blank DVD into DVD burner and then click the Create DVD button. It will take a while for it to do it's thing.