HOW TO SAVE A VIDEO ON THE INTERNET TO MY COMPUTER?

i have a painfull headache from all this so ive come here asking for genuine help, i have been for the last 4 hours searching for anything on the web to make me download a video from a site, no its not even a youtube link, its a rather unheard of site, you know something really not known, like the exact opposite of youtube, i found many youtube video downloaders but not for any other site, i want someone to find for me a way to download videos from any random site, to put it simple, i want to watch a video that i like not on the internet, but on my computer's media player, in other words, i want it saved on my computer, how can i get a video link to be converted into a video file that i can download? again, this is not a youtube link so don't give me one of those, please just tell me a way, im about to cry from being so frustrated and tensioned from this, and please, when you find a way and a solution, please tell me exactly how to use it, i don't want to spend so much time trying to understand how to use something, good luck mates