YouTube videos can not be loaded directly from urls. You need to first use your
browser to download the video file, then you may upload it to here to convert to animated gif, mp3 or video format.
Here are directions for downloading the video options:
FireFox Users: check out this plugin for firefox Download YouTube Videos Plugin
Linux Users: Go to youtube page and let the video load. Then go to your /tmp directory and use the last file created with a name that looks like "Flash1234567"
Or, check out these directions
Once you have the video, you can Upload it Here for conversion.