Saving videos to your computer?/iPod touch or iPhone viewing videos help.?

I have an iPod touch, and I want to view videos off websites, not just youtube. How do you do it?
-I have found this program where it converts videos saved onto your computer into something which lets it be viewed on an iPod touch, but it needs the videos saved onto the computer, so I need to find out how to save a video on a website onto your computer (if possible)

Thanks much in advance.