For example I want to download video from YouTube:
http://www.youtube.com/watch?v=jOtZtuM1Q3Y
I use this service to get direct link: http://en.savefrom.net (see screenshot)
I add suffix to end of first link "&.mp4" to downloading, and get this link:
http://o-o---preferred---cix-zag1---v13 ... 0%B5%D0%B2&.mp4